-83.3%
TTD vs ACM
-12.3%
-71.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +2.6% |
| 30D | +6.9% | +15.1% | -8.2% | 0.0% |
| 3M | -26.8% | -10.5% | -16.4% | -23.5% |
| 6M | -46.1% | -19.7% | -26.4% | -40.7% |
| YTD | -65.9% | -28.8% | -37.1% | -60.5% |
| 1Y | -71.8% | -47.9% | -24.0% | -60.3% |
| 3Y | -83.3% | -12.4% | -70.9% | -82.8% |
| All | -83.3% | -12.3% | -71.0% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling