-85.4%
TTD vs ACM
-2.7%
-82.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +1.3% |
| 30D | +6.9% | +15.1% | -8.2% | -3.3% |
| 3M | -26.8% | -10.5% | -16.4% | -21.8% |
| 6M | -46.1% | -19.7% | -26.4% | -37.9% |
| YTD | -65.9% | -28.8% | -37.1% | -57.7% |
| 1Y | -71.8% | -47.9% | -24.0% | -54.3% |
| 3Y | -83.3% | -12.4% | -70.9% | -84.8% |
| All | -85.4% | -2.7% | -82.7% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling