-85.4%
TTD vs ECL
+37.7%
-123.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.8% |
| 30D | +6.9% | +8.1% | -1.2% | -0.2% |
| 3M | -26.8% | +6.4% | -33.2% | -31.2% |
| 6M | -46.1% | +14.8% | -60.9% | -53.0% |
| YTD | -65.9% | +15.5% | -81.4% | -71.3% |
| 1Y | -71.8% | +20.1% | -91.9% | -77.3% |
| 3Y | -83.3% | +77.8% | -161.1% | -92.2% |
| All | -85.4% | +37.7% | -123.1% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling