-84.0%
TTD vs LNG
+73.1%
-157.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -6.7% | +2.1% | -2.8% |
| 30D | +3.7% | +3.9% | -0.2% | +2.5% |
| 3M | -30.2% | +15.5% | -45.7% | -33.3% |
| 6M | -51.4% | +10.5% | -61.9% | -53.5% |
| YTD | -63.4% | +43.0% | -106.4% | -68.5% |
| 1Y | -73.5% | +18.9% | -92.4% | -75.4% |
| All | -84.0% | +73.1% | -157.0% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling