+38.0%
TE vs ECL
+79.5%
-41.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | -26.9% | +0.4% | -27.3% | -26.8% |
| 30D | -38.9% | +8.6% | -47.5% | -39.6% |
| 3M | -61.0% | +7.9% | -68.9% | -61.4% |
| 6M | -66.4% | +21.0% | -87.4% | -67.9% |
| YTD | -69.0% | +17.5% | -86.5% | -70.2% |
| 1Y | -54.0% | +19.7% | -73.7% | -56.0% |
| 3Y | +38.0% | +77.4% | -39.4% | +55.0% |
| All | +38.0% | +79.5% | -41.5% | +55.0% |
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