-69.7%
TTD vs CLX
-25.7%
-44.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | -7.4% | -5.9% | -1.6% | -7.2% |
| 30D | +3.0% | -17.0% | +20.1% | +3.9% |
| 3M | -27.6% | -9.6% | -18.0% | -27.6% |
| 6M | -49.5% | -21.5% | -28.0% | -50.4% |
| YTD | -63.2% | -8.8% | -54.4% | -64.2% |
| 1Y | -69.7% | -24.7% | -45.1% | -71.6% |
| All | -69.7% | -25.7% | -44.0% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling