-29.6%
CLS vs TTD
-72.7%
+43.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -11.9% | -8.9% |
| 7D | -21.1% | +3.7% | -24.8% | -21.0% |
| 30D | -38.2% | +10.4% | -48.7% | -37.9% |
| 3M | -36.3% | -31.6% | -4.7% | -36.4% |
| 6M | -43.8% | -45.1% | +1.3% | -44.6% |
| YTD | -20.0% | -65.1% | +45.1% | -20.6% |
| 1Y | -29.6% | -72.0% | +42.4% | -21.0% |
| All | -29.6% | -72.7% | +43.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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