+527.9%
TTD vs LII
+172.8%
+355.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +20.8% | -2.3% | +23.1% | +22.6% |
| 30D | +33.8% | -1.7% | +35.5% | +34.6% |
| 3M | +17.8% | -18.3% | +36.1% | +31.2% |
| 6M | -25.7% | -32.3% | +6.6% | -11.3% |
| YTD | -57.9% | -27.1% | -30.8% | -53.7% |
| 1Y | -63.8% | -27.2% | -36.7% | -60.4% |
| 3Y | -75.0% | -8.9% | -66.1% | -78.0% |
| 5Y | -82.5% | +19.7% | -102.2% | -87.8% |
| 10Y | +527.9% | +168.9% | +359.0% | +212.7% |
| All | +527.9% | +172.8% | +355.1% | +212.7% |
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