-78.9%
TTD vs TLN
+710.8%
-789.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.7% |
| 7D | +21.3% | +11.0% | +10.2% | +19.6% |
| 30D | +28.7% | +4.9% | +23.8% | +27.6% |
| 3M | +7.7% | +4.9% | +2.8% | +6.3% |
| 6M | -23.5% | +7.1% | -30.6% | -25.7% |
| YTD | -58.7% | +0.3% | -59.0% | -60.0% |
| 1Y | -63.4% | +5.9% | -69.3% | -65.2% |
| 3Y | -75.3% | +578.5% | -653.8% | -87.0% |
| All | -78.9% | +710.8% | -789.7% | -89.5% |
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