+379.4%
TTD vs CLF
+121.5%
+257.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.0% |
| 6M | -42.7% | +15.4% | -58.1% | -46.3% |
| YTD | -62.0% | -5.9% | -56.1% | -63.0% |
| 1Y | -72.2% | +18.8% | -91.0% | -75.3% |
| 3Y | -81.9% | -19.4% | -62.5% | -83.6% |
| 5Y | -81.5% | -47.7% | -33.8% | -81.7% |
| All | +379.4% | +121.5% | +257.9% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling