-82.3%
TTD vs CL
+30.5%
-112.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.6% |
| 7D | +6.3% | -2.2% | +8.5% | +6.0% |
| 30D | -23.9% | -4.8% | -19.1% | -24.5% |
| 3M | -31.4% | +4.9% | -36.3% | -30.4% |
| 6M | -42.7% | -5.7% | -37.0% | -43.5% |
| YTD | -62.0% | +14.4% | -76.4% | -60.8% |
| 1Y | -72.2% | +8.7% | -81.0% | -71.6% |
| All | -82.3% | +30.5% | -112.7% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling