-82.3%
TTD vs LIN
+27.3%
-109.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +6.3% | -2.1% | +8.5% | +7.3% |
| 30D | -23.9% | -2.4% | -21.5% | -23.1% |
| 3M | -31.4% | -5.6% | -25.8% | -29.9% |
| 6M | -42.7% | -3.4% | -39.3% | -42.1% |
| YTD | -62.0% | +13.1% | -75.1% | -64.8% |
| 1Y | -72.2% | +2.5% | -74.7% | -72.7% |
| All | -82.3% | +27.3% | -109.5% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling