+464.6%
TTD vs CLF
+104.8%
+359.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.6% |
| 7D | +5.2% | -19.6% | +24.8% | +10.2% |
| 30D | +6.9% | -5.0% | +11.9% | +6.9% |
| 3M | -26.8% | -6.3% | -20.5% | -27.1% |
| 6M | -46.1% | +2.8% | -48.9% | -48.6% |
| YTD | -65.9% | -13.7% | -52.2% | -66.7% |
| 1Y | -71.8% | +13.6% | -85.4% | -74.5% |
| 3Y | -83.3% | -34.0% | -49.3% | -84.2% |
| 5Y | -81.1% | -48.7% | -32.4% | -81.4% |
| All | +464.6% | +104.8% | +359.9% | +280.2% |
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