+903.4%
ECL vs TMF
-69.1%
+972.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | +1.7% | +2.7% | -1.1% | +1.9% |
| 30D | +8.9% | +19.3% | -10.4% | +10.6% |
| 3M | +7.4% | -3.7% | +11.1% | +7.1% |
| 6M | +19.3% | -11.3% | +30.7% | +18.1% |
| YTD | +17.4% | -16.6% | +34.0% | +15.6% |
| 1Y | +19.4% | -21.1% | +40.5% | +16.9% |
| 3Y | +80.5% | -26.8% | +107.3% | +78.0% |
| 5Y | +40.2% | -88.0% | +128.3% | +10.2% |
| 10Y | +207.8% | -84.7% | +292.5% | +168.3% |
| All | +903.4% | -69.1% | +972.6% | +952.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling