+379.4%
TTD vs ACWI
+233.0%
+146.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | +6.3% | +0.5% | +5.8% | +5.4% |
| 30D | -23.9% | +0.9% | -24.8% | -25.3% |
| 3M | -31.4% | +2.4% | -33.8% | -35.0% |
| 6M | -42.7% | +12.4% | -55.0% | -55.1% |
| YTD | -62.0% | +15.2% | -77.1% | -71.6% |
| 1Y | -72.2% | +22.7% | -94.9% | -81.7% |
| 3Y | -81.9% | +75.8% | -157.7% | -94.0% |
| 5Y | -81.5% | +67.7% | -149.3% | -92.4% |
| All | +379.4% | +233.0% | +146.4% | -21.7% |
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 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