+558.1%
TTD vs ECL
+196.4%
+361.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.5% |
| 7D | +19.9% | +0.4% | +19.5% | +19.7% |
| 30D | +27.6% | +8.6% | +19.1% | +20.1% |
| 3M | +15.2% | +7.9% | +7.3% | +8.4% |
| 6M | -33.2% | +21.0% | -54.2% | -42.8% |
| YTD | -59.4% | +17.5% | -76.9% | -65.1% |
| 1Y | -64.4% | +19.7% | -84.0% | -69.9% |
| 3Y | -75.9% | +77.4% | -153.3% | -86.0% |
| 5Y | -82.6% | +38.7% | -121.3% | -87.7% |
| 10Y | +558.1% | +193.5% | +364.6% | +236.6% |
| All | +558.1% | +196.4% | +361.7% | +236.6% |
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