+187.0%
TTD vs CLBK
+63.3%
+123.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +19.9% | +2.9% | +17.0% | +18.7% |
| 30D | +27.6% | +5.4% | +22.3% | +25.2% |
| 3M | +15.2% | +5.8% | +9.4% | +12.7% |
| 6M | -33.2% | +28.9% | -62.1% | -39.6% |
| YTD | -59.4% | +61.8% | -121.2% | -66.6% |
| 1Y | -64.4% | +63.1% | -127.5% | -70.8% |
| 3Y | -75.9% | +55.3% | -131.3% | -80.8% |
| 5Y | -82.6% | +28.0% | -110.6% | -85.7% |
| All | +187.0% | +63.3% | +123.7% | +58.5% |
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