+414.0%
TTD vs CLX
+20.1%
+393.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.4% |
| 7D | +20.8% | +8.5% | +12.2% | +19.4% |
| 30D | +27.1% | +30.0% | -2.9% | +22.7% |
| 3M | +14.7% | +3.8% | +10.9% | +13.8% |
| 6M | -26.8% | +24.6% | -51.4% | -28.9% |
| YTD | -59.2% | +12.8% | -72.0% | -60.2% |
| 1Y | -64.7% | +8.6% | -73.3% | -65.3% |
| 3Y | -75.8% | -8.6% | -67.2% | -76.0% |
| 5Y | -84.6% | -21.8% | -62.8% | -84.7% |
| 10Y | +507.9% | +30.4% | +477.5% | +380.0% |
| All | +414.0% | +20.1% | +393.8% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling