+464.6%
TTD vs ACWI
+219.0%
+245.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +5.2% | -2.4% | +7.6% | +9.6% |
| 30D | +6.9% | -5.2% | +12.1% | +17.5% |
| 3M | -26.8% | -4.8% | -22.0% | -20.6% |
| 6M | -46.1% | -1.3% | -44.8% | -45.9% |
| YTD | -65.9% | +8.4% | -74.3% | -71.8% |
| 1Y | -71.8% | +11.0% | -82.9% | -77.7% |
| 3Y | -83.3% | +70.6% | -153.9% | -94.2% |
| 5Y | -81.1% | +55.3% | -136.4% | -91.2% |
| All | +464.6% | +219.0% | +245.6% | +12.7% |
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