+1,091.2%
ECL vs TNA
+781.2%
+310.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.9% | +3.7% | -0.9% | +2.0% |
| 30D | +7.5% | +4.4% | +3.1% | +6.1% |
| 3M | +12.2% | -26.7% | +38.9% | +19.0% |
| 6M | +24.6% | -12.8% | +37.4% | +26.3% |
| YTD | +18.8% | +22.7% | -3.9% | +10.8% |
| 1Y | +19.3% | +35.7% | -16.3% | +8.5% |
| 3Y | +78.2% | +134.6% | -56.4% | +30.0% |
| 5Y | +38.8% | -46.0% | +84.8% | +29.2% |
| 10Y | +197.8% | +38.0% | +159.8% | +80.4% |
| All | +1,091.2% | +781.2% | +310.0% | +243.3% |
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