+550.5%
TTD vs ACM
+147.1%
+403.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.2% | +10.3% | +12.3% |
| 7D | +19.0% | +6.9% | +12.1% | +14.6% |
| 30D | +23.6% | +19.1% | +4.5% | +11.7% |
| 3M | +8.2% | -6.9% | +15.1% | +12.1% |
| 6M | -35.3% | -12.0% | -23.3% | -31.2% |
| YTD | -60.7% | -25.1% | -35.5% | -54.5% |
| 1Y | -65.3% | -45.4% | -19.9% | -51.3% |
| 3Y | -80.6% | -6.9% | -73.7% | -80.8% |
| 5Y | -84.6% | +3.7% | -88.4% | -85.4% |
| 10Y | +550.5% | +135.8% | +414.8% | +285.5% |
| All | +550.5% | +147.1% | +403.4% | +285.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling