+365.8%
TTD vs ACWI
+231.5%
+134.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.0% |
| 7D | +1.7% | +1.1% | +0.7% | -0.1% |
| 30D | +1.6% | -0.2% | +1.8% | +2.1% |
| 3M | -27.8% | +4.7% | -32.5% | -34.3% |
| 6M | -52.1% | +14.5% | -66.6% | -63.7% |
| YTD | -63.1% | +14.6% | -77.7% | -72.2% |
| 1Y | -73.1% | +21.4% | -94.5% | -81.9% |
| 3Y | -83.3% | +77.6% | -160.9% | -94.5% |
| 5Y | -80.6% | +68.1% | -148.7% | -92.1% |
| All | +365.8% | +231.5% | +134.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling