+537.0%
TDG vs ECL
+160.1%
+376.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -1.1% |
| 30D | -7.7% | -0.8% | -6.9% | -7.2% |
| 3M | -9.3% | +5.0% | -14.4% | -12.5% |
| 6M | -9.4% | +0.2% | -9.6% | -9.9% |
| YTD | -14.3% | +5.8% | -20.0% | -18.1% |
| 1Y | -11.8% | +1.5% | -13.4% | -13.8% |
| 3Y | +52.0% | +55.0% | -3.0% | +7.4% |
| 5Y | +128.8% | +29.3% | +99.6% | +81.0% |
| All | +537.0% | +160.1% | +376.9% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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