+153.5%
ECL vs TMF
-87.2%
+240.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.7% |
| 30D | -2.2% | -2.8% | +0.7% | -2.3% |
| 3M | +10.1% | -10.9% | +21.0% | +9.6% |
| 6M | -5.7% | -21.3% | +15.6% | -6.7% |
| YTD | +7.0% | -15.9% | +22.8% | +6.2% |
| 1Y | +2.7% | -15.7% | +18.4% | +2.0% |
| 3Y | +57.7% | -43.4% | +101.1% | +53.9% |
| 5Y | +31.1% | -87.8% | +118.9% | +5.8% |
| All | +153.5% | -87.2% | +240.8% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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