-69.7%
TTD vs TLN
-23.2%
-46.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.5% |
| 7D | -7.4% | +2.0% | -9.4% | -7.3% |
| 30D | +3.0% | -12.9% | +16.0% | +2.0% |
| 3M | -27.6% | -7.4% | -20.1% | -28.0% |
| 6M | -49.5% | -6.0% | -43.5% | -49.8% |
| YTD | -63.2% | -16.9% | -46.3% | -63.1% |
| 1Y | -69.7% | -22.6% | -47.1% | -68.6% |
| All | -69.7% | -23.2% | -46.6% | -68.6% |
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