-18.3%
TE vs ECL
+58.2%
-76.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.1% |
| 7D | +18.2% | -0.8% | +19.0% | +18.4% |
| 30D | -13.5% | -2.5% | -11.0% | -13.0% |
| 3M | -44.6% | +8.3% | -52.9% | -46.5% |
| 6M | -24.7% | -1.1% | -23.6% | -25.3% |
| YTD | -24.3% | +6.5% | -30.8% | -26.9% |
| 1Y | +155.6% | +2.1% | +153.5% | +150.0% |
| 3Y | -18.3% | +57.6% | -75.9% | -36.0% |
| All | -18.3% | +58.2% | -76.5% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling