+379.4%
TTD vs LNG
+603.0%
-223.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +6.3% | +3.4% | +2.9% | +4.6% |
| 30D | -23.9% | +14.9% | -38.8% | -28.7% |
| 3M | -31.4% | +21.4% | -52.8% | -37.7% |
| 6M | -42.7% | +17.8% | -60.5% | -48.0% |
| YTD | -62.0% | +51.3% | -113.3% | -69.7% |
| 1Y | -72.2% | +24.4% | -96.6% | -75.6% |
| 3Y | -81.9% | +79.7% | -161.6% | -87.1% |
| 5Y | -81.5% | +241.3% | -322.9% | -91.0% |
| All | +379.4% | +603.0% | -223.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling