+464.6%
TTD vs CL
+74.1%
+390.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | +6.9% | +11.4% | -4.4% | +4.8% |
| 3M | -26.8% | +4.4% | -31.2% | -27.5% |
| 6M | -46.1% | +10.8% | -56.9% | -47.2% |
| YTD | -65.9% | +25.1% | -91.1% | -67.6% |
| 1Y | -71.8% | +28.0% | -99.8% | -73.3% |
| 3Y | -83.3% | +37.6% | -120.9% | -85.0% |
| 5Y | -81.1% | +39.7% | -120.8% | -83.5% |
| All | +464.6% | +74.1% | +390.6% | +344.2% |
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