-65.1%
TTD vs CLX
+6.7%
-71.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +19.9% | +13.6% | +6.3% | +17.1% |
| 30D | +27.6% | +29.1% | -1.4% | +22.6% |
| 3M | +15.2% | +1.6% | +13.6% | +12.6% |
| 6M | -33.2% | +18.7% | -51.9% | -34.5% |
| YTD | -59.4% | +11.1% | -70.5% | -63.2% |
| All | -65.1% | +6.7% | -71.8% | -68.0% |
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