-80.6%
TTD vs CLX
-35.2%
-45.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.7% |
| 7D | +1.7% | -3.5% | +5.3% | +2.0% |
| 30D | +1.6% | -11.9% | +13.5% | +2.6% |
| 3M | -27.8% | -2.6% | -25.2% | -27.6% |
| 6M | -52.1% | -18.2% | -34.0% | -51.4% |
| YTD | -63.1% | -5.9% | -57.2% | -63.1% |
| 1Y | -73.1% | -23.8% | -49.2% | -72.6% |
| 3Y | -83.3% | -33.6% | -49.7% | -83.0% |
| 5Y | -80.6% | -35.7% | -44.9% | -82.6% |
| All | -80.6% | -35.2% | -45.4% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling