+5,736.0%
ECL vs TD
+8,109.5%
-2,373.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | +8.3% | +6.7% | +1.6% | +5.5% |
| 3M | +8.4% | +3.1% | +5.3% | +6.9% |
| 6M | +23.3% | +17.6% | +5.6% | +15.0% |
| YTD | +18.2% | +34.8% | -16.6% | +4.3% |
| 1Y | +18.8% | +55.6% | -36.8% | -1.3% |
| 3Y | +78.5% | +133.1% | -54.6% | +24.1% |
| 5Y | +40.1% | +104.7% | -64.6% | +2.4% |
| 10Y | +196.5% | +303.6% | -107.1% | +64.9% |
| All | +5,736.0% | +8,109.5% | -2,373.5% | +1,509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling