-83.3%
TTD vs CL
+38.3%
-121.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.6% |
| 7D | +5.2% | +1.3% | +3.9% | +5.4% |
| 30D | +6.9% | +11.4% | -4.4% | +8.8% |
| 3M | -26.8% | +4.4% | -31.2% | -26.4% |
| 6M | -46.1% | +10.8% | -56.9% | -45.0% |
| YTD | -65.9% | +25.1% | -91.1% | -64.2% |
| 1Y | -71.8% | +28.0% | -99.8% | -70.2% |
| 3Y | -83.3% | +37.6% | -120.9% | -81.3% |
| All | -83.3% | +38.3% | -121.6% | -81.3% |
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