+364.1%
TTD vs LEN
+109.9%
+254.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +2.4% |
| 7D | -7.4% | -7.8% | +0.3% | -3.7% |
| 30D | +3.0% | -11.0% | +14.0% | +9.1% |
| 3M | -27.6% | -12.8% | -14.8% | -23.6% |
| 6M | -49.5% | -20.2% | -29.3% | -44.7% |
| YTD | -63.2% | -23.0% | -40.2% | -59.6% |
| 1Y | -69.7% | -41.8% | -27.9% | -61.9% |
| 3Y | -83.3% | -28.8% | -54.5% | -82.5% |
| 5Y | -80.8% | -12.6% | -68.2% | -82.0% |
| All | +364.1% | +109.9% | +254.3% | +161.1% |
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