-82.3%
TTD vs ACM
-21.7%
-60.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -3.7% | +10.1% | +8.3% |
| 30D | -23.9% | -11.1% | -12.8% | -20.0% |
| 3M | -31.4% | -8.0% | -23.4% | -29.2% |
| 6M | -42.7% | -29.7% | -13.0% | -32.1% |
| YTD | -62.0% | -29.4% | -32.6% | -55.5% |
| 1Y | -72.2% | -46.4% | -25.8% | -61.7% |
| All | -82.3% | -21.7% | -60.6% | -81.9% |
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