-82.6%
TTD vs LEN
-8.8%
-73.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.4% | +8.7% | +6.1% |
| 7D | +19.9% | +0.7% | +19.2% | +19.3% |
| 30D | +27.6% | +13.0% | +14.6% | +18.9% |
| 3M | +15.2% | +1.9% | +13.3% | +12.6% |
| 6M | -33.2% | -0.7% | -32.5% | -34.8% |
| YTD | -59.4% | -13.8% | -45.6% | -58.2% |
| 1Y | -64.4% | -28.1% | -36.3% | -59.2% |
| 3Y | -75.9% | -22.8% | -53.1% | -78.0% |
| 5Y | -82.6% | -7.4% | -75.3% | -88.1% |
| All | -82.6% | -8.8% | -73.8% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling