-87.0%
TTD vs LUNR
+62.5%
-149.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.9% | -8.7% | -2.9% |
| 7D | +1.7% | +6.5% | -4.8% | +1.6% |
| 30D | +1.6% | -4.4% | +6.0% | +1.6% |
| 3M | -27.8% | -47.3% | +19.4% | -27.2% |
| 6M | -52.1% | -11.1% | -41.1% | -52.4% |
| YTD | -63.1% | -3.4% | -59.7% | -63.5% |
| 1Y | -73.1% | +85.8% | -158.8% | -73.8% |
| 3Y | -83.3% | +264.7% | -347.9% | -83.8% |
| All | -87.0% | +62.5% | -149.4% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling