-72.0%
TTD vs ECL
+23.8%
-95.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.6% |
| 7D | +3.7% | +7.7% | -4.0% | +3.0% |
| 30D | +10.4% | +13.7% | -3.3% | +9.6% |
| 3M | -31.6% | +11.6% | -43.1% | -32.1% |
| 6M | -45.1% | +23.9% | -69.0% | -45.0% |
| YTD | -65.1% | +21.0% | -86.1% | -67.7% |
| 1Y | -72.0% | +23.1% | -95.1% | -74.3% |
| All | -72.0% | +23.8% | -95.7% | -74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling