-68.3%
TTD vs LNG
+19.2%
-87.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -4.7% | +4.1% | -0.5% |
| 30D | +6.3% | +3.8% | +2.5% | +6.2% |
| 3M | -24.1% | +16.2% | -40.3% | -24.4% |
| 6M | -47.4% | +11.7% | -59.1% | -48.2% |
| YTD | -62.2% | +44.2% | -106.4% | -65.2% |
| 1Y | -68.3% | +18.6% | -86.9% | -68.1% |
| All | -68.3% | +19.2% | -87.5% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling