+5,670.6%
ECL vs TD
+8,077.8%
-2,407.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | +0.6% | -1.0% | -0.7% |
| 30D | +6.6% | +5.0% | +1.6% | +4.5% |
| 3M | +9.6% | +1.1% | +8.5% | +8.9% |
| 6M | +21.6% | +16.5% | +5.1% | +13.9% |
| YTD | +16.9% | +34.3% | -17.4% | +3.3% |
| 1Y | +17.9% | +52.9% | -35.0% | -1.3% |
| 3Y | +76.5% | +132.2% | -55.7% | +22.9% |
| 5Y | +36.6% | +101.9% | -65.2% | +0.4% |
| 10Y | +193.2% | +302.0% | -108.8% | +63.3% |
| All | +5,670.6% | +8,077.8% | -2,407.2% | +1,494.4% |
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 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