+318.5%
TPR vs ECL
+150.0%
+168.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.3% |
| 30D | -23.0% | -2.2% | -20.8% | -21.5% |
| 3M | -12.5% | +10.1% | -22.6% | -18.8% |
| 6M | -21.4% | -5.7% | -15.7% | -17.6% |
| YTD | -3.5% | +7.0% | -10.5% | -8.4% |
| 1Y | +17.4% | +2.7% | +14.7% | +14.5% |
| 3Y | +291.3% | +57.7% | +233.5% | +166.1% |
| 5Y | +241.9% | +31.1% | +210.8% | +164.7% |
| All | +318.5% | +150.0% | +168.5% | +116.7% |
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