+153.1%
TE vs ECL
+0.5%
+152.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -3.0% |
| 7D | +15.0% | -2.7% | +17.7% | +14.9% |
| 30D | -7.5% | -4.3% | -3.2% | -7.6% |
| 3M | -42.0% | +3.2% | -45.2% | -42.8% |
| 6M | -31.4% | -2.9% | -28.5% | -33.0% |
| YTD | -26.5% | +4.3% | -30.7% | -27.5% |
| 1Y | +153.1% | +1.6% | +151.4% | +138.9% |
| All | +153.1% | +0.5% | +152.6% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling