-87.0%
TTD vs LUNR
+51.5%
-138.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.7% |
| 7D | -7.4% | -0.5% | -6.9% | -7.4% |
| 30D | +3.0% | -11.3% | +14.3% | +3.2% |
| 3M | -27.6% | -44.9% | +17.3% | -27.0% |
| 6M | -49.5% | -17.3% | -32.2% | -49.7% |
| YTD | -63.2% | -9.9% | -53.3% | -63.5% |
| 1Y | -69.7% | +76.1% | -145.9% | -70.5% |
| 3Y | -83.3% | +240.0% | -323.3% | -83.9% |
| All | -87.0% | +51.5% | -138.5% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling