+1.1%
TEL vs ECL
+3.0%
-1.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.0% | -2.6% | +5.6% | +4.1% |
| 30D | -3.9% | -2.2% | -1.8% | -3.1% |
| 3M | -5.1% | +10.1% | -15.2% | -9.4% |
| 6M | +0.6% | -5.7% | +6.3% | -0.5% |
| YTD | -7.3% | +7.0% | -14.3% | -8.7% |
| 1Y | +1.1% | +2.7% | -1.5% | -0.1% |
| All | +1.1% | +3.0% | -1.9% | -0.1% |
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