+379.4%
TTD vs CLX
+1.8%
+377.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.2% |
| 7D | +6.3% | -9.2% | +15.6% | +7.6% |
| 30D | -23.9% | -11.0% | -12.8% | -22.8% |
| 3M | -31.4% | +5.0% | -36.4% | -31.7% |
| 6M | -42.7% | -18.8% | -23.9% | -41.4% |
| YTD | -62.0% | -4.4% | -57.6% | -62.0% |
| 1Y | -72.2% | -21.9% | -50.4% | -71.5% |
| 3Y | -81.9% | -32.8% | -49.2% | -81.3% |
| 5Y | -81.5% | -34.6% | -47.0% | -81.2% |
| All | +379.4% | +1.8% | +377.6% | +380.4% |
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