-72.2%
TTD vs CLF
+20.0%
-92.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.5% |
| 7D | +6.3% | +7.6% | -1.2% | +5.9% |
| 30D | -23.9% | -1.2% | -22.7% | -23.9% |
| 3M | -31.4% | -13.4% | -18.0% | -30.3% |
| 6M | -42.7% | +15.4% | -58.1% | -43.6% |
| YTD | -62.0% | -5.9% | -56.1% | -62.1% |
| 1Y | -72.2% | +18.8% | -91.0% | -71.4% |
| All | -72.2% | +20.0% | -92.2% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling