-64.7%
TTD vs LIN
+23.7%
-88.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +20.8% | +0.2% | +20.5% | +20.7% |
| 30D | +27.1% | +6.2% | +20.9% | +26.5% |
| 3M | +14.7% | +9.3% | +5.3% | +13.9% |
| 6M | -26.8% | +4.4% | -31.2% | -26.9% |
| YTD | -59.2% | +23.7% | -83.0% | -60.4% |
| 1Y | -64.7% | +23.5% | -88.1% | -65.8% |
| All | -64.7% | +23.7% | -88.4% | -65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling