-75.3%
TTD vs LNG
+85.6%
-160.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +21.3% | +11.3% | +9.9% | +18.2% |
| 30D | +28.7% | +10.6% | +18.1% | +24.7% |
| 3M | +7.7% | +16.1% | -8.4% | +2.8% |
| 6M | -23.5% | +29.6% | -53.0% | -29.5% |
| YTD | -58.7% | +60.3% | -119.0% | -65.8% |
| 1Y | -63.4% | +46.1% | -109.5% | -68.5% |
| 3Y | -75.3% | +85.9% | -161.2% | -80.1% |
| All | -75.3% | +85.6% | -160.9% | -80.1% |
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 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