+379.4%
TTD vs ACM
+151.9%
+227.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -3.7% | +10.1% | +8.7% |
| 30D | -23.9% | -11.1% | -12.8% | -19.3% |
| 3M | -31.4% | -8.0% | -23.4% | -28.9% |
| 6M | -42.7% | -29.7% | -13.0% | -30.7% |
| YTD | -62.0% | -29.4% | -32.6% | -54.7% |
| 1Y | -72.2% | -46.4% | -25.8% | -61.2% |
| 3Y | -81.9% | -22.3% | -59.6% | -80.1% |
| 5Y | -81.5% | +4.5% | -86.0% | -82.5% |
| All | +379.4% | +151.9% | +227.5% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling