+30.0%
ECL vs TMF
-87.5%
+117.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.5% |
| 30D | -2.2% | -2.8% | +0.7% | -2.0% |
| 3M | +10.1% | -10.9% | +21.0% | +11.0% |
| 6M | -5.7% | -21.3% | +15.6% | -4.3% |
| YTD | +7.0% | -15.9% | +22.8% | +8.2% |
| 1Y | +2.7% | -15.7% | +18.4% | +3.7% |
| 3Y | +57.7% | -43.4% | +101.1% | +60.8% |
| All | +30.0% | -87.5% | +117.5% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling