+12.2%
TEM vs ECL
+20.7%
-8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +13.5% | +8.6% | +5.0% | +11.4% |
| 3M | +46.3% | +7.9% | +38.4% | +43.6% |
| 6M | +61.5% | +21.0% | +40.5% | +54.0% |
| YTD | +36.4% | +17.5% | +18.9% | +23.3% |
| 1Y | +12.2% | +19.7% | -7.4% | +0.6% |
| All | +12.2% | +20.7% | -8.5% | +0.6% |
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