+11.7%
CRCL vs TTD
-81.8%
+93.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +4.9% | -4.6% | +9.5% | +5.8% |
| 30D | +38.7% | +3.7% | +35.0% | +38.1% |
| 3M | +14.7% | -30.2% | +44.9% | +20.0% |
| 6M | -16.9% | -51.4% | +34.5% | -8.2% |
| YTD | +17.3% | -63.4% | +80.7% | +32.8% |
| 1Y | -21.2% | -73.5% | +52.3% | -8.7% |
| All | +11.7% | -81.8% | +93.5% | +48.3% |
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