+5,180.2%
ECL vs TD
+7,879.0%
-2,698.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -2.2% | +0.4% | -2.6% | -2.5% |
| 3M | +10.1% | +7.6% | +2.5% | +6.6% |
| 6M | -5.7% | +25.0% | -30.7% | -14.1% |
| YTD | +7.0% | +31.0% | -24.0% | -4.5% |
| 1Y | +2.7% | +65.2% | -62.5% | -16.7% |
| 3Y | +57.7% | +122.5% | -64.8% | +11.8% |
| 5Y | +31.1% | +124.8% | -93.7% | -7.7% |
| 10Y | +150.9% | +298.2% | -147.4% | +40.5% |
| All | +5,180.2% | +7,879.0% | -2,698.9% | +1,374.6% |
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