+15.6%
CRCL vs TTD
-81.6%
+97.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -2.9% | -5.3% |
| 7D | +7.5% | +1.7% | +5.7% | +7.3% |
| 30D | +44.3% | +1.6% | +42.7% | +44.0% |
| 3M | +16.5% | -27.8% | +44.4% | +21.3% |
| 6M | -5.6% | -52.1% | +46.5% | +4.4% |
| YTD | +21.3% | -63.1% | +84.4% | +37.1% |
| 1Y | -14.5% | -73.1% | +58.6% | -1.1% |
| All | +15.6% | -81.6% | +97.2% | +53.2% |
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