-64.4%
TTD vs CLF
+20.2%
-84.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.6% | +3.1% |
| 7D | +19.9% | -9.1% | +29.0% | +19.6% |
| 30D | +27.6% | -0.9% | +28.6% | +27.0% |
| 3M | +15.2% | +3.0% | +12.2% | +14.3% |
| 6M | -33.2% | +16.7% | -49.9% | -34.1% |
| YTD | -59.4% | -3.2% | -56.2% | -59.4% |
| 1Y | -64.4% | +24.6% | -89.0% | -63.9% |
| All | -64.4% | +20.2% | -84.5% | -63.9% |
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