+443.1%
TTMI vs ECL
+2,010.0%
-1,566.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +5.9% | -2.6% | +8.5% | +7.8% |
| 30D | -4.3% | -2.2% | -2.1% | -3.3% |
| 3M | -32.0% | +10.1% | -42.2% | -37.9% |
| 6M | +19.5% | -5.7% | +25.2% | +22.4% |
| YTD | +82.0% | +7.0% | +75.1% | +70.0% |
| 1Y | +172.6% | +2.7% | +170.0% | +159.5% |
| 3Y | +744.7% | +57.7% | +686.9% | +476.3% |
| 5Y | +805.6% | +31.1% | +774.4% | +587.6% |
| 10Y | +1,057.6% | +150.9% | +906.7% | +391.3% |
| All | +443.1% | +2,010.0% | -1,566.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling