+26.5%
ECL vs TRI
-10.1%
+36.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.7% |
| 7D | -2.7% | -8.4% | +5.6% | -1.0% |
| 30D | -4.3% | -6.5% | +2.2% | -3.1% |
| 3M | +3.2% | +18.6% | -15.4% | -2.0% |
| 6M | -2.9% | -10.4% | +7.5% | -0.7% |
| YTD | +4.3% | -23.7% | +28.0% | +14.5% |
| 1Y | +1.6% | -42.5% | +44.1% | +27.8% |
| 3Y | +54.3% | -19.3% | +73.5% | +49.3% |
| 5Y | +26.5% | -9.7% | +36.1% | +3.1% |
| All | +26.5% | -10.1% | +36.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling