-75.3%
TTD vs CL
+40.9%
-116.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.6% |
| 7D | +21.3% | +3.2% | +18.0% | +21.7% |
| 30D | +28.7% | +8.0% | +20.7% | +30.1% |
| 3M | +7.7% | +7.9% | -0.2% | +8.7% |
| 6M | -23.5% | +14.7% | -38.2% | -21.6% |
| YTD | -58.7% | +29.2% | -87.9% | -56.5% |
| 1Y | -63.4% | +29.5% | -93.0% | -61.5% |
| 3Y | -75.3% | +40.7% | -116.0% | -72.7% |
| All | -75.3% | +40.9% | -116.2% | -72.7% |
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