-75.3%
TTD vs ACI
-31.5%
-43.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +21.3% | +2.3% | +19.0% | +20.9% |
| 30D | +28.7% | +1.2% | +27.5% | +28.5% |
| 3M | +7.7% | +6.8% | +0.9% | +6.7% |
| 6M | -23.5% | -18.7% | -4.7% | -23.7% |
| YTD | -58.7% | -20.2% | -38.5% | -58.9% |
| 1Y | -63.4% | -23.7% | -39.7% | -63.4% |
| 3Y | -75.3% | -31.6% | -43.6% | -74.9% |
| All | -75.3% | -31.5% | -43.8% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling