+550.5%
TTD vs CLF
+92.7%
+457.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +7.0% | +8.5% | +13.8% |
| 7D | +19.0% | -14.1% | +33.0% | +23.0% |
| 30D | +23.6% | -5.5% | +29.1% | +24.1% |
| 3M | +8.2% | 0.0% | +8.2% | +6.3% |
| 6M | -35.3% | +11.3% | -46.6% | -39.3% |
| YTD | -60.7% | -7.7% | -53.0% | -62.1% |
| 1Y | -65.3% | +17.5% | -82.8% | -68.7% |
| 3Y | -80.6% | -25.4% | -55.1% | -82.1% |
| 5Y | -84.6% | -46.0% | -38.7% | -85.0% |
| 10Y | +550.5% | +80.1% | +470.5% | +322.3% |
| All | +550.5% | +92.7% | +457.9% | +322.3% |
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