+168.6%
TTD vs CLBK
+67.9%
+100.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +1.2% | +5.1% | +5.9% |
| 30D | -23.9% | +9.1% | -33.0% | -26.4% |
| 3M | -31.4% | +27.7% | -59.1% | -37.6% |
| 6M | -42.7% | +40.8% | -83.5% | -50.0% |
| YTD | -62.0% | +66.4% | -128.4% | -69.0% |
| 1Y | -72.2% | +72.4% | -144.6% | -77.8% |
| 3Y | -81.9% | +50.7% | -132.6% | -85.4% |
| 5Y | -81.5% | +42.9% | -124.5% | -85.8% |
| All | +168.6% | +67.9% | +100.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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