+26.5%
ECL vs TNA
-22.1%
+48.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -2.7% | -3.6% | +0.9% | -2.1% |
| 30D | -4.3% | -10.1% | +5.8% | -2.5% |
| 3M | +3.2% | +2.7% | +0.5% | +2.3% |
| 6M | -2.9% | +38.4% | -41.3% | -9.7% |
| YTD | +4.3% | +45.4% | -41.2% | -4.5% |
| 1Y | +1.6% | +55.9% | -54.3% | -8.9% |
| 3Y | +54.3% | +109.8% | -55.6% | +17.6% |
| 5Y | +26.5% | -22.5% | +49.0% | +6.8% |
| All | +26.5% | -22.1% | +48.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling