-64.5%
TTD vs ACI
+25.9%
-90.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +0.2% | +6.2% | +6.3% |
| 30D | -23.9% | +5.9% | -29.8% | -24.3% |
| 3M | -31.4% | -19.8% | -11.6% | -30.3% |
| 6M | -42.7% | -24.7% | -17.9% | -41.5% |
| YTD | -62.0% | -24.4% | -37.6% | -61.3% |
| 1Y | -72.2% | -31.5% | -40.7% | -71.4% |
| 3Y | -81.9% | -38.7% | -43.3% | -81.3% |
| 5Y | -81.5% | -42.8% | -38.7% | -81.0% |
| All | -64.5% | +25.9% | -90.4% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling