+902.6%
TT vs ECL
+150.0%
+752.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | -2.6% | +2.6% | +1.6% |
| 30D | -7.2% | -2.2% | -5.0% | -6.0% |
| 3M | -3.0% | +10.1% | -13.1% | -8.8% |
| 6M | +1.4% | -5.7% | +7.1% | +4.4% |
| YTD | +15.9% | +7.0% | +8.9% | +10.6% |
| 1Y | +9.4% | +2.7% | +6.8% | +6.5% |
| 3Y | +124.4% | +57.7% | +66.7% | +65.8% |
| 5Y | +138.0% | +31.1% | +106.9% | +92.8% |
| All | +902.6% | +150.0% | +752.6% | +426.5% |
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