+1,225.8%
CLS vs TTD
-81.8%
+1,307.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.6% |
| 7D | +4.6% | +6.3% | -1.8% | +3.3% |
| 30D | -13.9% | -23.9% | +10.0% | -9.8% |
| 3M | -26.6% | -31.4% | +4.8% | -21.7% |
| 6M | +15.4% | -42.7% | +58.1% | +25.4% |
| YTD | +5.7% | -62.0% | +67.6% | +26.0% |
| 1Y | +41.1% | -72.2% | +113.3% | +80.8% |
| All | +1,225.8% | -81.8% | +1,307.5% | +1,530.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling