-84.6%
TTD vs CLF
-41.3%
-43.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +20.8% | +16.0% | +4.8% | +16.9% |
| 30D | +27.1% | +1.6% | +25.5% | +25.4% |
| 3M | +14.7% | +6.7% | +8.0% | +11.0% |
| 6M | -26.8% | +21.1% | -48.0% | -32.8% |
| YTD | -59.2% | -1.6% | -57.7% | -61.2% |
| 1Y | -64.7% | +18.5% | -83.2% | -68.3% |
| 3Y | -75.8% | -21.0% | -54.8% | -77.9% |
| 5Y | -84.6% | -41.4% | -43.2% | -85.3% |
| All | -84.6% | -41.3% | -43.3% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling