+172.6%
TTMI vs ECL
+3.0%
+169.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +5.9% | -2.6% | +8.5% | +5.8% |
| 30D | -4.3% | -2.2% | -2.1% | -4.1% |
| 3M | -32.0% | +10.1% | -42.2% | -35.1% |
| 6M | +19.5% | -5.7% | +25.2% | +16.8% |
| YTD | +82.0% | +7.0% | +75.1% | +79.8% |
| 1Y | +172.6% | +2.7% | +170.0% | +174.4% |
| All | +172.6% | +3.0% | +169.6% | +174.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling