+10.7%
TTMI vs ECL
+23.8%
-13.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.4% | -13.5% | -9.5% |
| 7D | -19.2% | +7.7% | -26.9% | -18.4% |
| 30D | -44.9% | +13.7% | -58.6% | -44.5% |
| 3M | -44.7% | +11.6% | -56.3% | -44.3% |
| 6M | -53.4% | +23.9% | -77.3% | -56.2% |
| YTD | +6.3% | +21.0% | -14.6% | +1.9% |
| 1Y | +10.7% | +23.1% | -12.4% | +5.2% |
| All | +10.7% | +23.8% | -13.1% | +5.2% |
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