+3,051.6%
CLS vs TTD
+387.7%
+2,663.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.5% | +6.1% |
| 7D | +12.8% | +1.7% | +11.0% | +12.3% |
| 30D | +3.8% | +1.6% | +2.2% | +3.3% |
| 3M | -14.6% | -27.8% | +13.2% | -10.6% |
| 6M | +32.2% | -52.1% | +84.4% | +47.4% |
| YTD | +11.6% | -63.1% | +74.7% | +29.3% |
| 1Y | +35.1% | -73.1% | +108.1% | +64.8% |
| 3Y | +1,312.5% | -83.3% | +1,395.8% | +1,675.4% |
| 5Y | +3,542.1% | -80.6% | +3,622.7% | +4,064.3% |
| All | +3,051.6% | +387.7% | +2,663.9% | +2,518.8% |
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