-73.5%
TTD vs ACI
-35.6%
-37.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -4.6% | -5.0% | +0.4% | -4.2% |
| 30D | +3.7% | -2.3% | +6.0% | +3.9% |
| 3M | -30.2% | -23.2% | -7.0% | -30.8% |
| 6M | -51.4% | -29.5% | -21.9% | -52.1% |
| YTD | -63.4% | -28.6% | -34.8% | -63.9% |
| 1Y | -73.5% | -34.0% | -39.5% | -74.3% |
| All | -73.5% | -35.6% | -37.9% | -74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling