-83.3%
TTD vs CRL
+86.4%
-169.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | -1.0% |
| 7D | +5.2% | -6.1% | +11.3% | +6.6% |
| 30D | +6.9% | +12.4% | -5.4% | +3.2% |
| 3M | -26.8% | +27.1% | -53.9% | -31.9% |
| 6M | -46.1% | +85.7% | -131.9% | -55.3% |
| YTD | -65.9% | +69.2% | -135.1% | -71.1% |
| 1Y | -71.8% | +97.5% | -169.3% | -77.3% |
| 3Y | -83.3% | +86.1% | -169.4% | -87.4% |
| All | -83.3% | +86.4% | -169.7% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling