+87.9%
ECL vs TSLQ
-97.2%
+185.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.6% |
| 7D | -1.1% | -6.6% | +5.5% | -1.4% |
| 30D | -0.8% | -24.3% | +23.5% | -1.9% |
| 3M | +5.0% | -3.6% | +8.7% | +5.6% |
| 6M | +0.2% | -12.0% | +12.2% | +0.9% |
| YTD | +5.8% | +1.4% | +4.4% | +7.4% |
| 1Y | +1.5% | -43.6% | +45.1% | +0.6% |
| 3Y | +55.0% | -95.4% | +150.4% | +45.2% |
| All | +87.9% | -97.2% | +185.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling