+21.3%
TFC vs ECL
+23.8%
-2.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +1.5% |
| 7D | +5.1% | +7.7% | -2.7% | +1.7% |
| 30D | +9.8% | +13.7% | -3.9% | +4.0% |
| 3M | -2.4% | +11.6% | -14.0% | -6.9% |
| 6M | +4.9% | +23.9% | -19.0% | -4.9% |
| YTD | +6.6% | +21.0% | -14.4% | -2.6% |
| 1Y | +21.3% | +23.1% | -1.8% | +10.0% |
| All | +21.3% | +23.8% | -2.4% | +10.0% |
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 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