+227.9%
TPR vs ECL
+39.3%
+188.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | +6.4% | -2.3% | +8.7% | +7.8% |
| 30D | +13.8% | +8.3% | +5.5% | +7.8% |
| 3M | -16.6% | +8.4% | -25.1% | -21.0% |
| 6M | +0.7% | +23.3% | -22.6% | -12.4% |
| YTD | +5.3% | +18.2% | -12.9% | -5.5% |
| 1Y | +32.4% | +18.8% | +13.6% | +18.2% |
| 3Y | +406.4% | +78.5% | +327.9% | +243.9% |
| 5Y | +227.9% | +40.1% | +187.8% | +152.4% |
| All | +227.9% | +39.3% | +188.6% | +152.4% |
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