+8,486.3%
TPR vs ECL
+2,177.0%
+6,309.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +9.4% |
| 7D | +13.9% | +1.7% | +12.2% | +12.2% |
| 30D | +14.9% | +8.9% | +6.0% | +7.3% |
| 3M | -15.4% | +7.4% | -22.8% | -20.1% |
| 6M | -4.5% | +19.3% | -23.8% | -17.1% |
| YTD | +6.0% | +17.4% | -11.4% | -6.9% |
| 1Y | +24.3% | +19.4% | +4.9% | +7.8% |
| 3Y | +412.8% | +80.5% | +332.3% | +212.2% |
| 5Y | +258.4% | +40.2% | +218.2% | +160.1% |
| 10Y | +396.8% | +207.8% | +189.0% | +88.4% |
| All | +8,486.3% | +2,177.0% | +6,309.3% | +430.6% |
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