-63.8%
TTD vs LEN
-28.8%
-35.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +20.8% | -6.4% | +27.1% | +21.6% |
| 30D | +33.8% | +15.6% | +18.2% | +31.8% |
| 3M | +17.8% | -0.8% | +18.6% | +16.6% |
| 6M | -25.7% | +0.4% | -26.1% | -26.6% |
| YTD | -57.9% | -14.1% | -43.8% | -58.9% |
| 1Y | -63.8% | -29.6% | -34.2% | -64.0% |
| All | -63.8% | -28.8% | -35.1% | -64.0% |
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