-80.5%
TE vs ECL
+74.5%
-155.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -19.1% | +2.9% | -21.9% | -19.7% |
| 30D | -34.1% | +7.5% | -41.6% | -35.4% |
| 3M | -60.1% | +12.2% | -72.4% | -61.4% |
| 6M | -66.0% | +24.6% | -90.5% | -68.3% |
| YTD | -71.4% | +18.8% | -90.2% | -73.1% |
| 1Y | -45.3% | +19.3% | -64.6% | -48.6% |
| 3Y | +9.1% | +78.2% | -69.1% | -9.8% |
| 5Y | -82.6% | +38.8% | -121.4% | -85.9% |
| All | -80.5% | +74.5% | -155.1% | -84.2% |
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