+325.6%
TTD vs ACWI
+213.6%
+112.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | +3.7% |
| 7D | -1.9% | -4.0% | +2.1% | +5.6% |
| 30D | +7.5% | -5.8% | +13.3% | +19.4% |
| 3M | -32.4% | -5.0% | -27.4% | -26.4% |
| 6M | -47.9% | +0.7% | -48.7% | -49.8% |
| YTD | -66.3% | +8.4% | -74.7% | -72.0% |
| 1Y | -73.1% | +10.1% | -83.3% | -78.4% |
| 3Y | -83.8% | +70.8% | -154.6% | -94.4% |
| 5Y | -81.3% | +55.4% | -136.7% | -91.3% |
| 10Y | +436.7% | +223.3% | +213.3% | -16.5% |
| All | +325.6% | +213.6% | +112.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling