+379.4%
TTD vs ECL
+163.5%
+215.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +6.3% | -2.6% | +8.9% | +8.5% |
| 30D | -23.9% | -2.2% | -21.7% | -22.8% |
| 3M | -31.4% | +10.1% | -41.5% | -36.7% |
| 6M | -42.7% | -5.7% | -36.9% | -41.1% |
| YTD | -62.0% | +7.0% | -68.9% | -64.9% |
| 1Y | -72.2% | +2.7% | -74.9% | -73.6% |
| 3Y | -81.9% | +57.7% | -139.7% | -88.5% |
| 5Y | -81.5% | +31.1% | -112.7% | -86.4% |
| All | +379.4% | +163.5% | +215.9% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling