-45.1%
TTD vs LIN
+4.9%
-50.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.7% |
| 7D | +3.7% | +3.3% | +0.4% | +3.4% |
| 30D | +10.4% | +8.8% | +1.7% | +9.4% |
| 3M | -31.6% | +8.6% | -40.2% | -32.0% |
| 6M | -45.1% | +7.0% | -52.1% | -45.3% |
| All | -45.1% | +4.9% | -50.0% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling