-35.3%
CLS vs TTD
-66.1%
+30.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +15.5% | -7.6% | +8.1% |
| 7D | -10.6% | +19.0% | -29.5% | -10.2% |
| 30D | -38.4% | +23.6% | -62.0% | -38.0% |
| 3M | -29.9% | +8.2% | -38.1% | -29.7% |
| 6M | -40.6% | -35.3% | -5.3% | -42.0% |
| YTD | -24.6% | -60.7% | +36.1% | -31.1% |
| All | -35.3% | -66.1% | +30.8% | -39.2% |
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 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