-81.3%
TTD vs TLN
+589.3%
-670.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -4.6% | +5.8% | -10.4% | -5.5% |
| 30D | +3.7% | -6.9% | +10.5% | +4.5% |
| 3M | -30.2% | -10.9% | -19.3% | -29.8% |
| 6M | -51.4% | -4.6% | -46.8% | -52.4% |
| YTD | -63.4% | -14.7% | -48.7% | -63.5% |
| 1Y | -73.5% | -17.9% | -55.6% | -73.6% |
| 3Y | -83.5% | +483.9% | -567.3% | -91.0% |
| All | -81.3% | +589.3% | -670.6% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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