+1,763.7%
CLS vs TTD
-84.7%
+1,848.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -22.2% | +5.2% | -27.4% | -22.9% |
| 30D | -44.4% | +6.9% | -51.3% | -45.3% |
| 3M | -34.3% | -26.8% | -7.5% | -31.0% |
| 6M | -50.1% | -46.1% | -3.9% | -44.4% |
| YTD | -30.1% | -65.9% | +35.9% | -15.4% |
| 1Y | -39.3% | -71.8% | +32.5% | -23.3% |
| 3Y | +732.7% | -83.3% | +816.0% | +980.3% |
| All | +1,763.7% | -84.7% | +1,848.3% | +2,159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling