+365.8%
TTD vs CRL
+247.4%
+118.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -1.2% |
| 7D | +1.7% | -0.6% | +2.3% | +2.2% |
| 30D | +1.6% | +5.0% | -3.4% | -1.7% |
| 3M | -27.8% | +50.6% | -78.4% | -45.5% |
| 6M | -52.1% | +60.9% | -113.0% | -66.4% |
| YTD | -63.1% | +40.7% | -103.8% | -72.0% |
| 1Y | -73.1% | +73.3% | -146.4% | -82.6% |
| 3Y | -83.3% | +40.6% | -123.9% | -89.3% |
| 5Y | -80.6% | -37.0% | -43.6% | -75.9% |
| All | +365.8% | +247.4% | +118.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling