+365.8%
TTD vs CLF
+117.8%
+248.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.4% |
| 7D | +1.7% | +6.5% | -4.8% | +0.2% |
| 30D | +1.6% | +0.2% | +1.3% | +1.3% |
| 3M | -27.8% | -3.1% | -24.8% | -28.4% |
| 6M | -52.1% | +25.0% | -77.1% | -56.0% |
| YTD | -63.1% | -7.5% | -55.6% | -63.9% |
| 1Y | -73.1% | +11.5% | -84.6% | -75.6% |
| 3Y | -83.3% | -13.7% | -69.6% | -85.1% |
| 5Y | -80.6% | -47.0% | -33.6% | -80.8% |
| All | +365.8% | +117.8% | +248.0% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling