+383.3%
TPR vs ECL
+196.4%
+186.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +12.1% | +0.4% | +11.6% | +11.5% |
| 30D | +16.7% | +8.6% | +8.1% | +9.3% |
| 3M | -17.4% | +7.9% | -25.3% | -22.2% |
| 6M | +2.3% | +21.0% | -18.7% | -12.2% |
| YTD | +7.1% | +17.5% | -10.4% | -5.7% |
| 1Y | +29.5% | +19.7% | +9.8% | +12.2% |
| 3Y | +415.0% | +77.4% | +337.6% | +219.7% |
| 5Y | +261.5% | +38.7% | +222.8% | +169.4% |
| 10Y | +383.3% | +193.5% | +189.8% | +135.7% |
| All | +383.3% | +196.4% | +186.9% | +135.7% |
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