+240.4%
TPR vs ECL
+31.2%
+209.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.6% |
| 30D | -23.0% | -2.2% | -20.8% | -21.8% |
| 3M | -12.5% | +10.1% | -22.6% | -17.7% |
| 6M | -21.4% | -5.7% | -15.7% | -18.3% |
| YTD | -3.5% | +7.0% | -10.5% | -7.4% |
| 1Y | +17.4% | +2.7% | +14.7% | +15.2% |
| 3Y | +291.3% | +57.7% | +233.5% | +190.0% |
| All | +240.4% | +31.2% | +209.2% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling