-80.8%
TTD vs CLF
-47.7%
-33.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.8% |
| 7D | +6.3% | +7.6% | -1.2% | +4.4% |
| 30D | -23.9% | -1.2% | -22.7% | -23.9% |
| 3M | -31.4% | -13.4% | -18.0% | -29.8% |
| 6M | -42.7% | +15.4% | -58.1% | -46.4% |
| YTD | -62.0% | -5.9% | -56.1% | -62.9% |
| 1Y | -72.2% | +18.8% | -91.0% | -75.6% |
| 3Y | -81.9% | -19.4% | -62.5% | -83.7% |
| All | -80.8% | -47.7% | -33.1% | -79.7% |
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