+508.5%
TTD vs LIN
+424.2%
+84.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +21.3% | +2.1% | +19.2% | +19.4% |
| 30D | +28.7% | +6.8% | +22.0% | +22.0% |
| 3M | +7.7% | +10.4% | -2.7% | -0.9% |
| 6M | -23.5% | +3.2% | -26.6% | -26.0% |
| YTD | -58.7% | +24.6% | -83.3% | -66.3% |
| 1Y | -63.4% | +24.4% | -87.8% | -70.2% |
| 3Y | -75.3% | +36.7% | -112.0% | -81.9% |
| 5Y | -84.4% | +67.0% | -151.4% | -90.3% |
| All | +508.5% | +424.2% | +84.3% | +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