-73.2%
TTD vs CRL
+67.6%
-140.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +1.6% | +5.0% | -3.4% | +0.7% |
| 3M | -27.8% | +50.6% | -78.4% | -33.8% |
| 6M | -52.1% | +60.9% | -113.0% | -56.5% |
| YTD | -63.1% | +40.7% | -103.8% | -65.1% |
| All | -73.2% | +67.6% | -140.9% | -75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling