+1,084.3%
TTMI vs ECL
+155.8%
+928.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +6.0% | -2.6% | +8.7% | +7.6% |
| 30D | -6.4% | -4.6% | -1.8% | -4.4% |
| 3M | -28.9% | +6.0% | -34.9% | -32.3% |
| 6M | +26.9% | -3.0% | +29.8% | +27.2% |
| YTD | +77.3% | +4.0% | +73.3% | +70.7% |
| 1Y | +147.5% | +2.0% | +145.5% | +139.3% |
| 3Y | +847.6% | +53.9% | +793.7% | +608.5% |
| 5Y | +802.2% | +27.1% | +775.1% | +633.5% |
| All | +1,084.3% | +155.8% | +928.6% | +526.8% |
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