+325.6%
TTD vs LIN
+420.5%
-94.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | -1.9% | +3.6% | -5.5% | -4.8% |
| 30D | +7.5% | +6.4% | +1.1% | +2.0% |
| 3M | -32.4% | +6.5% | -38.9% | -36.1% |
| 6M | -47.9% | +4.9% | -52.8% | -50.5% |
| YTD | -66.3% | +23.4% | -89.7% | -72.3% |
| 1Y | -73.1% | +26.3% | -99.5% | -78.4% |
| 3Y | -83.8% | +38.0% | -121.8% | -88.3% |
| 5Y | -81.3% | +68.0% | -149.3% | -88.4% |
| 10Y | +436.7% | +437.1% | -0.5% | +48.4% |
| All | +325.6% | +420.5% | -94.9% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling