+396.0%
TTD vs CRL
+337.2%
+58.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.7% | +10.8% | +12.7% |
| 7D | +19.0% | +4.4% | +14.6% | +15.5% |
| 30D | +23.6% | +17.1% | +6.5% | +11.1% |
| 3M | +8.2% | +32.1% | -23.9% | -10.7% |
| 6M | -35.3% | +98.9% | -134.2% | -60.0% |
| YTD | -60.7% | +77.1% | -137.8% | -74.5% |
| 1Y | -65.3% | +110.3% | -175.5% | -80.1% |
| 3Y | -80.6% | +108.5% | -189.1% | -90.7% |
| 5Y | -84.6% | -7.9% | -76.8% | -85.5% |
| 10Y | +550.5% | +368.9% | +181.6% | +65.5% |
| All | +396.0% | +337.2% | +58.8% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling