-72.2%
TTD vs LUMN
+42.5%
-114.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.3% | -4.3% |
| 7D | +6.3% | +12.1% | -5.7% | +6.1% |
| 30D | -23.9% | +11.3% | -35.2% | -24.1% |
| 3M | -31.4% | -31.6% | +0.2% | -30.1% |
| 6M | -42.7% | -2.7% | -39.9% | -42.7% |
| YTD | -62.0% | -12.9% | -49.1% | -62.0% |
| 1Y | -72.2% | +36.2% | -108.4% | -70.5% |
| All | -72.2% | +42.5% | -114.7% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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