+7,716.4%
TPR vs ECL
+1,973.8%
+5,742.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -2.6% | +0.3% | -0.2% |
| 30D | -23.0% | -2.2% | -20.8% | -21.5% |
| 3M | -12.5% | +10.1% | -22.6% | -18.9% |
| 6M | -21.4% | -5.7% | -15.7% | -17.5% |
| YTD | -3.5% | +7.0% | -10.5% | -8.5% |
| 1Y | +17.4% | +2.7% | +14.7% | +14.5% |
| 3Y | +291.3% | +57.7% | +233.5% | +164.9% |
| 5Y | +241.9% | +31.1% | +210.8% | +161.1% |
| 10Y | +322.7% | +150.9% | +171.8% | +89.1% |
| All | +7,716.4% | +1,973.8% | +5,742.6% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling