+558.1%
TTD vs CL
+78.1%
+480.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +19.9% | +2.6% | +17.3% | +19.4% |
| 30D | +27.6% | +11.8% | +15.9% | +24.9% |
| 3M | +15.2% | +5.9% | +9.3% | +13.9% |
| 6M | -33.2% | +13.3% | -46.5% | -34.8% |
| YTD | -59.4% | +27.1% | -86.5% | -61.5% |
| 1Y | -64.4% | +28.0% | -92.4% | -66.3% |
| 3Y | -75.9% | +39.4% | -115.3% | -78.5% |
| 5Y | -82.6% | +40.8% | -123.4% | -84.8% |
| 10Y | +558.1% | +84.9% | +473.3% | +406.2% |
| All | +558.1% | +78.1% | +480.0% | +406.2% |
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