-83.3%
TTD vs LII
-8.7%
-74.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.5% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +6.9% | -4.6% | +11.5% | +8.1% |
| 3M | -26.8% | -21.2% | -5.6% | -22.1% |
| 6M | -46.1% | -36.4% | -9.7% | -40.0% |
| YTD | -65.9% | -28.9% | -37.0% | -64.6% |
| 1Y | -71.8% | -29.5% | -42.3% | -70.6% |
| 3Y | -83.3% | -8.6% | -74.7% | -82.6% |
| All | -83.3% | -8.7% | -74.6% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling