+550.5%
TTD vs ECL
+205.6%
+344.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.5% | +13.9% |
| 7D | +19.0% | -0.5% | +19.5% | +19.6% |
| 30D | +23.6% | +8.8% | +14.8% | +16.1% |
| 3M | +8.2% | +7.8% | +0.3% | +1.9% |
| 6M | -35.3% | +21.3% | -56.6% | -44.7% |
| YTD | -60.7% | +17.8% | -78.5% | -66.2% |
| 1Y | -65.3% | +21.1% | -86.3% | -70.9% |
| 3Y | -80.6% | +80.1% | -160.6% | -88.8% |
| 5Y | -84.6% | +40.5% | -125.1% | -89.2% |
| 10Y | +550.5% | +197.7% | +352.8% | +234.0% |
| All | +550.5% | +205.6% | +344.9% | +234.0% |
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