+109.8%
TEM vs ECL
+31.0%
+78.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +9.4% |
| 7D | +7.6% | -0.5% | +8.1% | +8.0% |
| 30D | +19.0% | +8.8% | +10.2% | +11.1% |
| 3M | +62.2% | +7.8% | +54.4% | +52.0% |
| 6M | +69.4% | +21.3% | +48.0% | +40.9% |
| YTD | +43.0% | +17.8% | +25.2% | +19.3% |
| 1Y | +18.0% | +21.1% | -3.1% | -5.0% |
| All | +109.8% | +31.0% | +78.8% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling