+972.8%
ECL vs TNA
+1,004.3%
-31.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.2% | -4.9% | +2.7% | -1.3% |
| 3M | +10.1% | +0.4% | +9.7% | +9.3% |
| 6M | -5.7% | +32.5% | -38.3% | -12.5% |
| YTD | +7.0% | +53.7% | -46.8% | -4.4% |
| 1Y | +2.7% | +65.1% | -62.4% | -10.5% |
| 3Y | +57.7% | +98.4% | -40.7% | +19.9% |
| 5Y | +31.1% | -22.5% | +53.6% | +12.9% |
| 10Y | +150.9% | +82.5% | +68.3% | +43.4% |
| All | +972.8% | +1,004.3% | -31.5% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling