+1,936.2%
CLS vs TTD
+525.0%
+1,411.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +7.9% |
| 7D | +2.8% | +20.8% | -18.0% | -0.5% |
| 30D | -30.1% | +33.8% | -63.9% | -33.7% |
| 3M | -21.7% | +17.8% | -39.6% | -24.4% |
| 6M | -36.2% | -25.7% | -10.5% | -34.0% |
| YTD | -17.8% | -57.9% | +40.1% | -7.2% |
| 1Y | -26.8% | -63.8% | +37.0% | -15.0% |
| 3Y | +853.4% | -75.0% | +928.4% | +1,020.1% |
| 5Y | +2,005.0% | -82.5% | +2,087.6% | +2,352.7% |
| All | +1,936.2% | +525.0% | +1,411.3% | +1,502.0% |
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 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