+329.6%
TTD vs ACM
+153.8%
+175.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +2.0% |
| 30D | +6.9% | +15.1% | -8.2% | -1.4% |
| 3M | -26.8% | -10.5% | -16.4% | -22.8% |
| 6M | -46.1% | -19.7% | -26.4% | -39.7% |
| YTD | -65.9% | -28.8% | -37.1% | -59.6% |
| 1Y | -71.8% | -47.9% | -24.0% | -59.8% |
| 3Y | -83.3% | -12.4% | -70.9% | -82.9% |
| 5Y | -81.1% | +0.6% | -81.7% | -81.7% |
| 10Y | +441.7% | +161.3% | +280.4% | +222.0% |
| All | +329.6% | +153.8% | +175.8% | +162.2% |
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