+83.9%
ECL vs TLN
+683.0%
-599.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +1.8% |
| 7D | -0.5% | +9.1% | -9.6% | -0.9% |
| 30D | +8.8% | -4.1% | +12.9% | +8.9% |
| 3M | +7.8% | +4.4% | +3.4% | +7.4% |
| 6M | +21.3% | -6.0% | +27.3% | +21.1% |
| YTD | +17.8% | -3.1% | +20.9% | +17.1% |
| 1Y | +21.1% | -6.1% | +27.1% | +20.5% |
| 3Y | +80.1% | +575.3% | -495.3% | +55.9% |
| All | +83.9% | +683.0% | -599.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling