+550.5%
TTD vs LII
+170.7%
+379.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.3% | +14.2% |
| 7D | +19.0% | -1.2% | +20.1% | +19.9% |
| 30D | +23.6% | -2.0% | +25.5% | +24.5% |
| 3M | +8.2% | -20.2% | +28.4% | +22.2% |
| 6M | -35.3% | -32.5% | -2.8% | -22.5% |
| YTD | -60.7% | -27.4% | -33.3% | -56.7% |
| 1Y | -65.3% | -28.2% | -37.1% | -61.6% |
| 3Y | -80.6% | -7.2% | -73.3% | -83.2% |
| 5Y | -84.6% | +19.9% | -104.5% | -89.3% |
| 10Y | +550.5% | +168.6% | +381.9% | +211.7% |
| All | +550.5% | +170.7% | +379.8% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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