-73.1%
TTD vs ACM
-47.1%
-25.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +1.6% | -12.9% | +14.5% | +4.2% |
| 3M | -27.8% | -6.4% | -21.5% | -27.3% |
| 6M | -52.1% | -29.2% | -22.9% | -49.9% |
| YTD | -63.1% | -29.9% | -33.1% | -61.1% |
| 1Y | -73.1% | -47.3% | -25.8% | -70.3% |
| All | -73.1% | -47.1% | -25.9% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling