+2,624.8%
TFC vs ECL
+14,389.6%
-11,764.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.2% | -2.3% | +1.1% | 0.0% |
| 30D | +7.8% | +8.3% | -0.5% | +3.3% |
| 3M | -3.0% | +8.4% | -11.4% | -7.2% |
| 6M | +5.8% | +23.3% | -17.5% | -5.7% |
| YTD | +5.3% | +18.2% | -12.9% | -4.3% |
| 1Y | +15.7% | +18.8% | -3.1% | +4.8% |
| 3Y | +94.8% | +78.5% | +16.3% | +40.1% |
| 5Y | 0.0% | +40.1% | -40.0% | -19.7% |
| 10Y | +79.0% | +196.5% | -117.5% | +0.4% |
| All | +2,624.8% | +14,389.6% | -11,764.8% | +524.6% |
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 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