+527.9%
TTD vs CL
+84.6%
+443.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +20.8% | -0.8% | +21.6% | +21.0% |
| 30D | +33.8% | +9.5% | +24.3% | +31.5% |
| 3M | +17.8% | +6.8% | +11.1% | +16.4% |
| 6M | -25.7% | +14.3% | -40.0% | -27.6% |
| YTD | -57.9% | +27.0% | -84.9% | -60.1% |
| 1Y | -63.8% | +26.3% | -90.1% | -65.7% |
| 3Y | -75.0% | +39.3% | -114.3% | -77.7% |
| 5Y | -82.5% | +41.5% | -124.1% | -84.7% |
| 10Y | +527.9% | +84.1% | +443.8% | +385.3% |
| All | +527.9% | +84.6% | +443.3% | +385.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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