-83.3%
TTD vs TLN
+538.9%
-622.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.1% |
| 7D | +5.2% | -1.3% | +6.5% | +5.2% |
| 30D | +6.9% | -10.5% | +17.4% | +8.1% |
| 3M | -26.8% | +0.1% | -26.9% | -27.6% |
| 6M | -46.1% | -17.4% | -28.7% | -45.4% |
| YTD | -65.9% | -9.7% | -56.3% | -66.5% |
| 1Y | -71.8% | -12.3% | -59.6% | -72.2% |
| 3Y | -83.3% | +528.3% | -611.6% | -89.5% |
| All | -83.3% | +538.9% | -622.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling