-65.5%
TTD vs ACI
-23.2%
-42.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.5% | +15.3% |
| 7D | +19.0% | -5.9% | +24.9% | +20.1% |
| 30D | +23.6% | +7.2% | +16.4% | +22.1% |
| 3M | +8.2% | +8.8% | -0.6% | +6.8% |
| 6M | -35.3% | -17.2% | -18.1% | -37.1% |
| YTD | -60.7% | -21.3% | -39.4% | -61.6% |
| All | -65.5% | -23.2% | -42.3% | -66.2% |
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 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