+365.8%
TTD vs ACM
+149.8%
+215.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | +1.6% | -12.9% | +14.5% | +9.3% |
| 3M | -27.8% | -6.4% | -21.5% | -26.0% |
| 6M | -52.1% | -29.2% | -22.9% | -42.3% |
| YTD | -63.1% | -29.9% | -33.1% | -55.7% |
| 1Y | -73.1% | -47.3% | -25.8% | -62.0% |
| 3Y | -83.3% | -19.6% | -63.7% | -81.9% |
| 5Y | -80.6% | +5.5% | -86.1% | -81.6% |
| All | +365.8% | +149.8% | +215.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling