+57.6%
ECL vs TRI
-17.7%
+75.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.2% |
| 7D | -0.8% | -7.1% | +6.3% | -0.1% |
| 30D | -2.5% | -2.3% | -0.1% | -2.4% |
| 3M | +8.3% | +19.6% | -11.2% | +6.2% |
| 6M | -1.1% | -8.7% | +7.6% | +0.3% |
| YTD | +6.5% | -22.3% | +28.8% | +13.4% |
| 1Y | +2.1% | -40.7% | +42.7% | +17.2% |
| 3Y | +57.6% | -17.8% | +75.4% | +60.0% |
| All | +57.6% | -17.7% | +75.3% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling