+152.1%
ECL vs TD
+303.5%
-151.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.7% |
| 7D | -2.6% | -2.6% | -0.1% | -1.2% |
| 30D | -4.6% | -1.0% | -3.6% | -4.2% |
| 3M | +6.0% | +5.6% | +0.3% | +2.2% |
| 6M | -3.0% | +27.1% | -30.1% | -16.2% |
| YTD | +4.0% | +29.4% | -25.4% | -11.3% |
| 1Y | +2.0% | +60.7% | -58.7% | -23.7% |
| 3Y | +53.9% | +127.6% | -73.7% | -9.3% |
| 5Y | +27.1% | +125.4% | -98.3% | -25.7% |
| All | +152.1% | +303.5% | -151.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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