-80.8%
TTD vs CRL
-35.5%
-45.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.6% |
| 7D | +6.3% | -1.0% | +7.4% | +6.9% |
| 30D | -23.9% | +10.7% | -34.5% | -27.7% |
| 3M | -31.4% | +55.3% | -86.7% | -45.2% |
| 6M | -42.7% | +60.7% | -103.3% | -55.8% |
| YTD | -62.0% | +44.6% | -106.6% | -69.3% |
| 1Y | -72.2% | +77.7% | -150.0% | -80.2% |
| 3Y | -81.9% | +37.6% | -119.6% | -86.6% |
| All | -80.8% | -35.5% | -45.3% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling