+379.1%
TPR vs ECL
+199.1%
+180.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.3% |
| 7D | +14.2% | -0.8% | +15.0% | +14.6% |
| 30D | +17.1% | +8.1% | +9.0% | +10.0% |
| 3M | -17.7% | +6.4% | -24.1% | -21.6% |
| 6M | -10.2% | +14.8% | -24.9% | -19.5% |
| YTD | +4.9% | +15.5% | -10.6% | -6.3% |
| 1Y | +36.1% | +20.1% | +16.0% | +17.6% |
| 3Y | +416.5% | +77.8% | +338.7% | +219.7% |
| 5Y | +254.8% | +37.9% | +216.9% | +165.3% |
| All | +379.1% | +199.1% | +180.0% | +136.1% |
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 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