+365.8%
TTD vs ECL
+162.4%
+203.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | +1.6% | -2.5% | +4.1% | +3.4% |
| 3M | -27.8% | +8.3% | -36.2% | -32.5% |
| 6M | -52.1% | -1.1% | -51.0% | -52.4% |
| YTD | -63.1% | +6.5% | -69.6% | -65.8% |
| 1Y | -73.1% | +2.1% | -75.1% | -74.3% |
| 3Y | -83.3% | +57.6% | -140.9% | -89.3% |
| 5Y | -80.6% | +28.1% | -108.7% | -85.4% |
| All | +365.8% | +162.4% | +203.4% | +149.2% |
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