+325.6%
TTD vs CL
+73.4%
+252.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -1.9% | +5.9% | -7.9% | -3.0% |
| 30D | +7.5% | +13.8% | -6.3% | +4.7% |
| 3M | -32.4% | +6.4% | -38.8% | -33.3% |
| 6M | -47.9% | +15.6% | -63.6% | -49.4% |
| YTD | -66.3% | +27.9% | -94.1% | -68.1% |
| 1Y | -73.1% | +31.4% | -104.5% | -74.8% |
| 3Y | -83.8% | +41.4% | -125.2% | -85.6% |
| 5Y | -81.3% | +42.8% | -124.1% | -83.8% |
| 10Y | +436.7% | +79.7% | +357.0% | +294.0% |
| All | +325.6% | +73.4% | +252.2% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling