+389.7%
TPR vs ECL
+205.6%
+184.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +0.9% |
| 7D | +12.7% | -0.5% | +13.2% | +12.9% |
| 30D | +17.1% | +8.8% | +8.2% | +9.4% |
| 3M | -15.9% | +7.8% | -23.7% | -20.7% |
| 6M | +2.6% | +21.3% | -18.7% | -12.1% |
| YTD | +7.5% | +17.8% | -10.3% | -5.5% |
| 1Y | +32.9% | +21.1% | +11.9% | +14.1% |
| 3Y | +413.8% | +80.1% | +333.8% | +215.1% |
| 5Y | +263.9% | +40.5% | +223.4% | +168.2% |
| 10Y | +389.7% | +197.7% | +192.0% | +137.0% |
| All | +389.7% | +205.6% | +184.1% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling