+2,220.2%
CLS vs TTD
+455.8%
+1,764.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.6% | +4.9% | +7.9% |
| 7D | +2.8% | +20.8% | -18.0% | -0.4% |
| 30D | -30.1% | +33.8% | -63.9% | -33.6% |
| 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% | -7.4% |
| 1Y | -26.8% | -63.8% | +37.0% | -15.2% |
| 3Y | +853.4% | -75.0% | +928.4% | +1,017.4% |
| 5Y | +2,005.0% | -82.5% | +2,087.6% | +2,347.3% |
| 10Y | +1,929.4% | +527.9% | +1,401.5% | +1,538.2% |
| All | +2,220.2% | +455.8% | +1,764.3% | +1,776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling