+1,751.5%
CLS vs TTD
+574.0%
+1,177.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +15.5% | -7.6% | +5.2% |
| 7D | -10.6% | +19.0% | -29.5% | -13.2% |
| 30D | -38.4% | +23.6% | -62.0% | -40.8% |
| 3M | -29.9% | +8.2% | -38.1% | -31.3% |
| 6M | -40.6% | -35.3% | -5.3% | -37.1% |
| YTD | -24.6% | -60.7% | +36.1% | -13.9% |
| 1Y | -30.8% | -65.3% | +34.5% | -19.1% |
| 3Y | +811.7% | -80.6% | +892.3% | +1,013.7% |
| 5Y | +1,838.4% | -84.6% | +1,923.1% | +2,203.8% |
| 10Y | +1,751.5% | +550.5% | +1,201.0% | +1,384.2% |
| All | +1,751.5% | +574.0% | +1,177.5% | +1,384.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling