+750.6%
TT vs ECL
+205.6%
+545.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.5% |
| 7D | +1.7% | -0.5% | +2.3% | +2.0% |
| 30D | -11.8% | +8.8% | -20.7% | -16.3% |
| 3M | -12.6% | +7.8% | -20.4% | -16.7% |
| 6M | -9.4% | +21.3% | -30.7% | -19.7% |
| YTD | +8.8% | +17.8% | -9.0% | -2.1% |
| 1Y | -2.5% | +21.1% | -23.6% | -13.9% |
| 3Y | +95.7% | +80.1% | +15.6% | +33.7% |
| 5Y | +135.7% | +40.5% | +95.3% | +83.7% |
| 10Y | +750.6% | +197.7% | +552.9% | +320.9% |
| All | +750.6% | +205.6% | +545.0% | +320.9% |
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