+85.2%
ECL vs TSLQ
-97.3%
+182.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.7% | -8.0% | +5.3% | -3.1% |
| 30D | -4.3% | -23.8% | +19.5% | -5.3% |
| 3M | +3.2% | -7.0% | +10.2% | +3.7% |
| 6M | -2.9% | -17.1% | +14.2% | -2.6% |
| YTD | +4.3% | +0.1% | +4.2% | +5.8% |
| 1Y | +1.6% | -51.2% | +52.8% | -0.1% |
| 3Y | +54.3% | -95.9% | +150.2% | +42.1% |
| All | +85.2% | -97.3% | +182.4% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling