+156.3%
ECL vs TNA
+86.1%
+70.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -1.1% | -7.3% | +6.2% | +0.5% |
| 30D | -0.8% | -14.2% | +13.4% | +2.4% |
| 3M | +5.0% | -4.6% | +9.6% | +5.6% |
| 6M | +0.2% | +36.9% | -36.7% | -7.9% |
| YTD | +5.8% | +42.5% | -36.8% | -4.3% |
| 1Y | +1.5% | +45.8% | -44.2% | -9.5% |
| 3Y | +55.0% | +104.7% | -49.7% | +14.8% |
| 5Y | +29.3% | -21.7% | +51.0% | +10.2% |
| All | +156.3% | +86.1% | +70.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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