+508.5%
TTD vs LEN
+136.9%
+371.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +21.3% | -5.8% | +27.0% | +24.8% |
| 30D | +28.7% | +13.7% | +15.0% | +20.5% |
| 3M | +7.7% | -3.9% | +11.6% | +8.6% |
| 6M | -23.5% | -0.4% | -23.1% | -25.3% |
| YTD | -58.7% | -16.8% | -41.8% | -56.8% |
| 1Y | -63.4% | -29.5% | -33.9% | -58.6% |
| 3Y | -75.3% | -25.6% | -49.7% | -74.7% |
| 5Y | -84.4% | -13.2% | -71.1% | -85.5% |
| All | +508.5% | +136.9% | +371.5% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling