+20.1%
ECL vs TMF
-22.9%
+43.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | +8.1% | +19.7% | -11.6% | +2.6% |
| 3M | +6.4% | -2.1% | +8.5% | +6.9% |
| 6M | +14.8% | -13.4% | +28.2% | +19.3% |
| YTD | +15.5% | -16.7% | +32.2% | +21.4% |
| 1Y | +20.1% | -23.3% | +43.5% | +28.4% |
| All | +20.1% | -22.9% | +43.0% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling