+741.5%
TT vs ECL
+196.0%
+545.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +3.5% | -2.3% | +5.8% | +4.9% |
| 30D | -11.0% | +8.3% | -19.3% | -15.3% |
| 3M | -12.0% | +8.4% | -20.5% | -16.4% |
| 6M | -10.4% | +23.3% | -33.7% | -21.4% |
| YTD | +9.9% | +18.2% | -8.3% | -1.3% |
| 1Y | +1.5% | +18.8% | -17.3% | -9.3% |
| 3Y | +93.7% | +78.5% | +15.2% | +33.1% |
| 5Y | +139.2% | +40.1% | +99.2% | +86.8% |
| 10Y | +741.5% | +196.5% | +545.0% | +321.5% |
| All | +741.5% | +196.0% | +545.4% | +321.5% |
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