-65.6%
TTD vs ACI
+21.8%
-87.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.5% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | +1.6% | +1.1% | +0.5% | +1.5% |
| 3M | -27.8% | -23.6% | -4.2% | -26.3% |
| 6M | -52.1% | -29.9% | -22.2% | -50.8% |
| YTD | -63.1% | -26.9% | -36.2% | -62.3% |
| 1Y | -73.1% | -34.2% | -38.8% | -72.2% |
| 3Y | -83.3% | -43.6% | -39.7% | -82.6% |
| 5Y | -80.6% | -42.4% | -38.2% | -80.0% |
| All | -65.6% | +21.8% | -87.3% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling