+843.5%
TTMI vs ECL
+29.5%
+814.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +12.2% | -0.8% | +12.9% | +12.6% |
| 30D | -5.7% | -2.5% | -3.3% | -4.9% |
| 3M | -27.5% | +8.3% | -35.8% | -31.6% |
| 6M | +47.1% | -1.1% | +48.2% | +46.0% |
| YTD | +87.5% | +6.5% | +81.0% | +78.6% |
| 1Y | +175.2% | +2.1% | +173.1% | +166.6% |
| 3Y | +901.9% | +57.6% | +844.3% | +638.3% |
| 5Y | +843.5% | +28.1% | +815.4% | +595.6% |
| All | +843.5% | +29.5% | +814.0% | +595.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling