+39.0%
ECL vs TW
+37.6%
+1.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.5% | +3.4% | -3.9% | -1.3% |
| 30D | +8.8% | +15.5% | -6.6% | +5.3% |
| 3M | +7.8% | +25.1% | -17.3% | +2.3% |
| 6M | +21.3% | +18.2% | +3.1% | +16.2% |
| YTD | +17.8% | +19.7% | -1.9% | +11.5% |
| 1Y | +21.1% | +18.1% | +2.9% | +15.0% |
| 3Y | +80.1% | +40.5% | +39.6% | +56.7% |
| All | +39.0% | +37.6% | +1.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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