-79.9%
TE vs ECL
+71.8%
-151.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.4% | -7.2% |
| 7D | -13.6% | -0.5% | -13.1% | -13.5% |
| 30D | -37.7% | +6.6% | -44.2% | -38.7% |
| 3M | -59.8% | +9.6% | -69.4% | -60.8% |
| 6M | -66.3% | +21.6% | -87.9% | -68.4% |
| YTD | -70.5% | +16.9% | -87.4% | -72.1% |
| 1Y | -48.8% | +17.9% | -66.7% | -51.8% |
| 3Y | +31.3% | +76.5% | -45.2% | +8.8% |
| 5Y | -82.0% | +36.6% | -118.7% | -85.3% |
| All | -79.9% | +71.8% | -151.7% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling