-80.9%
TTD vs LNG
+222.3%
-303.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -6.7% | +2.1% | -2.2% |
| 30D | +3.7% | +3.9% | -0.2% | +2.1% |
| 3M | -30.2% | +15.5% | -45.7% | -34.3% |
| 6M | -51.4% | +10.5% | -61.9% | -54.0% |
| YTD | -63.4% | +43.0% | -106.4% | -69.1% |
| 1Y | -73.5% | +18.9% | -92.4% | -75.8% |
| 3Y | -83.5% | +74.7% | -158.1% | -87.4% |
| 5Y | -80.9% | +231.2% | -312.2% | -88.2% |
| All | -80.9% | +222.3% | -303.2% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling