-63.4%
TTD vs TLN
+1.6%
-65.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.2% |
| 7D | +21.3% | +11.0% | +10.2% | +22.1% |
| 30D | +28.7% | +4.9% | +23.8% | +28.9% |
| 3M | +7.7% | +4.9% | +2.8% | +8.4% |
| 6M | -23.5% | +7.1% | -30.6% | -22.7% |
| YTD | -58.7% | +0.3% | -59.0% | -57.6% |
| 1Y | -63.4% | +5.9% | -69.3% | -62.4% |
| All | -63.4% | +1.6% | -65.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling