-72.2%
TTD vs LEN
-37.1%
-35.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.3% |
| 7D | +6.3% | -3.2% | +9.5% | +6.4% |
| 30D | -23.9% | -4.9% | -19.0% | -23.7% |
| 3M | -31.4% | -8.5% | -22.9% | -31.4% |
| 6M | -42.7% | -20.7% | -22.0% | -43.2% |
| YTD | -62.0% | -17.4% | -44.6% | -62.3% |
| 1Y | -72.2% | -38.2% | -34.0% | -72.7% |
| All | -72.2% | -37.1% | -35.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling