+77.4%
ECL vs TD
+133.8%
-56.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.5% |
| 30D | +8.3% | +6.7% | +1.6% | +6.8% |
| 3M | +8.4% | +3.1% | +5.3% | +7.6% |
| 6M | +23.3% | +17.6% | +5.6% | +18.4% |
| YTD | +18.2% | +34.8% | -16.6% | +10.4% |
| 1Y | +18.8% | +55.6% | -36.8% | +8.0% |
| All | +77.4% | +133.8% | -56.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling