-31.6%
CRCL vs TTD
-72.7%
+41.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -6.8% | +3.7% | -10.5% | -7.7% |
| 30D | -8.6% | +10.4% | -19.1% | -10.9% |
| 3M | +20.3% | -31.6% | +51.9% | +30.2% |
| 6M | -36.3% | -45.1% | +8.8% | -26.9% |
| YTD | -4.0% | -65.1% | +61.1% | +31.7% |
| 1Y | -31.6% | -72.0% | +40.4% | +4.1% |
| All | -31.6% | -72.7% | +41.1% | +4.1% |
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