+77.4%
ECL vs TMF
-30.8%
+108.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +8.6% | +11.8% | -3.2% | +7.3% |
| 3M | +7.9% | -4.0% | +11.9% | +8.3% |
| 6M | +21.0% | -16.5% | +37.6% | +23.0% |
| YTD | +17.5% | -19.9% | +37.4% | +19.9% |
| 1Y | +19.7% | -25.6% | +45.2% | +22.6% |
| 3Y | +77.4% | -29.9% | +107.3% | +80.6% |
| All | +77.4% | -30.8% | +108.2% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling