+2,097.9%
ECL vs TDY
+7,071.3%
-4,973.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -2.5% | -12.5% | +10.0% | +0.6% |
| 3M | +8.3% | -1.2% | +9.5% | +8.5% |
| 6M | -1.1% | -6.6% | +5.5% | +0.2% |
| YTD | +6.5% | +18.5% | -12.0% | +1.9% |
| 1Y | +2.1% | +10.8% | -8.7% | -0.9% |
| 3Y | +57.6% | +47.5% | +10.1% | +41.9% |
| 5Y | +28.1% | +35.8% | -7.7% | +17.3% |
| 10Y | +153.2% | +459.0% | -305.7% | +72.8% |
| All | +2,097.9% | +7,071.3% | -4,973.4% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling