+27.1%
ECL vs TDY
+34.3%
-7.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | -1.9% | -0.8% | -1.8% |
| 30D | -4.6% | -12.5% | +7.9% | +0.9% |
| 3M | +6.0% | -0.8% | +6.8% | +5.8% |
| 6M | -3.0% | -9.0% | +6.0% | +0.4% |
| YTD | +4.0% | +16.8% | -12.8% | -4.4% |
| 1Y | +2.0% | +9.5% | -7.4% | -3.6% |
| 3Y | +53.9% | +45.4% | +8.5% | +23.5% |
| 5Y | +27.1% | +37.8% | -10.7% | -0.1% |
| All | +27.1% | +34.3% | -7.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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