-53.4%
TE vs ECL
+52.9%
-106.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | +0.9% | -2.6% | +3.5% | +1.6% |
| 30D | -16.3% | -4.6% | -11.7% | -15.2% |
| 3M | -40.8% | +6.0% | -46.7% | -42.2% |
| 6M | -42.6% | -3.0% | -39.6% | -42.5% |
| YTD | -31.4% | +4.0% | -35.5% | -33.0% |
| 1Y | +144.9% | +2.0% | +142.9% | +140.6% |
| 3Y | -26.0% | +53.9% | -79.9% | -36.3% |
| 5Y | -48.5% | +27.1% | -75.6% | -56.6% |
| All | -53.4% | +52.9% | -106.2% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling