+202.3%
ECL vs TMF
-82.1%
+284.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.5% |
| 7D | +2.9% | -9.3% | +12.1% | +2.5% |
| 30D | +7.5% | +1.9% | +5.6% | +7.6% |
| 3M | +12.2% | -11.2% | +23.5% | +11.8% |
| 6M | +24.6% | -17.7% | +42.3% | +23.6% |
| YTD | +18.8% | -24.5% | +43.2% | +17.5% |
| 1Y | +19.3% | -29.4% | +48.8% | +17.6% |
| 3Y | +78.2% | -33.4% | +111.6% | +76.8% |
| 5Y | +38.8% | -88.7% | +127.5% | +10.9% |
| All | +202.3% | -82.1% | +284.3% | +162.1% |
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