+464.6%
TTD vs LIN
+424.3%
+40.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.8% |
| 7D | +5.2% | +0.2% | +5.0% | +5.0% |
| 30D | +6.9% | +6.5% | +0.5% | +1.5% |
| 3M | -26.8% | +5.5% | -32.3% | -30.3% |
| 6M | -46.1% | +3.3% | -49.5% | -48.2% |
| YTD | -65.9% | +22.0% | -88.0% | -71.7% |
| 1Y | -71.8% | +25.7% | -97.6% | -77.3% |
| 3Y | -83.3% | +36.2% | -119.5% | -87.8% |
| 5Y | -81.1% | +66.1% | -147.2% | -88.2% |
| All | +464.6% | +424.3% | +40.4% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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