+52.2%
TEM vs ECL
+15.9%
+36.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -2.9% |
| 7D | -1.1% | -2.7% | +1.7% | +1.3% |
| 30D | +11.3% | -4.3% | +15.6% | +15.3% |
| 3M | +25.5% | +3.2% | +22.3% | +21.1% |
| 6M | +17.1% | -2.9% | +20.0% | +19.5% |
| YTD | +3.8% | +4.3% | -0.5% | -4.1% |
| 1Y | -24.4% | +1.6% | -26.0% | -28.0% |
| All | +52.2% | +15.9% | +36.3% | +27.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling