+8.9%
CRCL vs TTD
-81.2%
+90.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -11.2% | -0.6% | -10.6% | -11.1% |
| 30D | +27.1% | +6.3% | +20.8% | +26.0% |
| 3M | +9.6% | -24.1% | +33.8% | +13.2% |
| 6M | -19.7% | -47.4% | +27.7% | -12.4% |
| YTD | +14.2% | -62.2% | +76.5% | +28.7% |
| 1Y | -32.2% | -68.3% | +36.1% | -22.0% |
| All | +8.9% | -81.2% | +90.0% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling