+550.5%
TTD vs CL
+76.2%
+474.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.4% | +14.0% | +15.2% |
| 7D | +19.0% | +0.5% | +18.4% | +18.9% |
| 30D | +23.6% | +11.6% | +12.0% | +21.1% |
| 3M | +8.2% | +5.6% | +2.6% | +7.1% |
| 6M | -35.3% | +13.2% | -48.5% | -36.8% |
| YTD | -60.7% | +26.9% | -87.6% | -62.7% |
| 1Y | -65.3% | +27.3% | -92.6% | -67.1% |
| 3Y | -80.6% | +39.7% | -120.3% | -82.6% |
| 5Y | -84.6% | +41.3% | -125.9% | -86.5% |
| 10Y | +550.5% | +76.3% | +474.3% | +404.8% |
| All | +550.5% | +76.2% | +474.3% | +404.8% |
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