+527.9%
TTD vs CLF
+83.8%
+444.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +3.1% |
| 7D | +20.8% | +2.3% | +18.4% | +20.1% |
| 30D | +33.8% | +1.9% | +31.9% | +32.0% |
| 3M | +17.8% | +5.9% | +12.0% | +14.3% |
| 6M | -25.7% | +16.9% | -42.6% | -31.0% |
| YTD | -57.9% | -1.1% | -56.8% | -60.0% |
| 1Y | -63.8% | +28.8% | -92.7% | -68.1% |
| 3Y | -75.0% | -20.6% | -54.4% | -77.3% |
| 5Y | -82.5% | -41.5% | -41.0% | -83.3% |
| 10Y | +527.9% | +87.5% | +440.4% | +299.0% |
| All | +527.9% | +83.8% | +444.1% | +299.0% |
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