+365.8%
TTD vs CCL
-42.9%
+408.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | +1.6% | -20.0% | +21.6% | +10.0% |
| 3M | -27.8% | -13.7% | -14.2% | -24.2% |
| 6M | -52.1% | -9.0% | -43.1% | -51.5% |
| YTD | -63.1% | -22.8% | -40.3% | -60.7% |
| 1Y | -73.1% | -25.3% | -47.7% | -71.3% |
| 3Y | -83.3% | +54.1% | -137.4% | -86.7% |
| 5Y | -80.6% | +3.5% | -84.1% | -83.8% |
| All | +365.8% | -42.9% | +408.7% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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