-83.3%
TTD vs ECL
+78.2%
-161.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | +6.9% | +8.1% | -1.2% | +4.5% |
| 3M | -26.8% | +6.4% | -33.2% | -28.2% |
| 6M | -46.1% | +14.8% | -60.9% | -48.4% |
| YTD | -65.9% | +15.5% | -81.4% | -68.0% |
| 1Y | -71.8% | +20.1% | -91.9% | -74.0% |
| 3Y | -83.3% | +77.8% | -161.1% | -86.5% |
| All | -83.3% | +78.2% | -161.5% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling