+361.1%
TTD vs CLX
-1.9%
+363.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -4.6% | -4.9% | +0.3% | -4.0% |
| 30D | +3.7% | -15.8% | +19.5% | +5.9% |
| 3M | -30.2% | -7.9% | -22.3% | -29.5% |
| 6M | -51.4% | -19.0% | -32.4% | -50.2% |
| YTD | -63.4% | -7.9% | -55.5% | -63.3% |
| 1Y | -73.5% | -25.4% | -48.1% | -72.7% |
| 3Y | -83.5% | -35.0% | -48.4% | -82.8% |
| 5Y | -80.9% | -36.8% | -44.2% | -80.5% |
| All | +361.1% | -1.9% | +363.1% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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