+376.4%
TTD vs LNG
+570.1%
-193.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -4.7% | +4.1% | +1.6% |
| 30D | +6.3% | +3.8% | +2.5% | +4.3% |
| 3M | -24.1% | +16.2% | -40.3% | -29.8% |
| 6M | -47.4% | +11.7% | -59.1% | -51.1% |
| YTD | -62.2% | +44.2% | -106.4% | -69.2% |
| 1Y | -68.3% | +18.6% | -86.9% | -71.5% |
| 3Y | -83.4% | +77.4% | -160.8% | -88.1% |
| 5Y | -80.3% | +232.3% | -312.6% | -90.3% |
| All | +376.4% | +570.1% | -193.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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