-63.3%
TTD vs ACI
+31.1%
-94.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.5% | +15.4% |
| 7D | +19.0% | -5.9% | +24.9% | +19.8% |
| 30D | +23.6% | +7.2% | +16.4% | +22.6% |
| 3M | +8.2% | +8.8% | -0.6% | +7.1% |
| 6M | -35.3% | -17.2% | -18.1% | -34.6% |
| YTD | -60.7% | -21.3% | -39.4% | -60.2% |
| 1Y | -65.3% | -23.7% | -41.5% | -64.7% |
| 3Y | -80.6% | -32.8% | -47.7% | -80.1% |
| 5Y | -84.6% | -41.4% | -43.2% | -84.2% |
| All | -63.3% | +31.1% | -94.4% | -67.5% |
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