+240.3%
TTMI vs ECL
+2,232.1%
-1,991.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.5% |
| 7D | +7.2% | -2.3% | +9.5% | +9.4% |
| 30D | -28.7% | +8.3% | -37.0% | -33.0% |
| 3M | -39.8% | +8.4% | -48.3% | -43.8% |
| 6M | -51.7% | +23.3% | -75.0% | -59.6% |
| YTD | +14.1% | +18.2% | -4.2% | -1.5% |
| 1Y | +16.0% | +18.8% | -2.8% | -0.4% |
| 3Y | +452.7% | +78.5% | +374.2% | +243.4% |
| 5Y | +451.5% | +40.1% | +411.4% | +298.8% |
| 10Y | +443.1% | +196.5% | +246.6% | +102.1% |
| All | +240.3% | +2,232.1% | -1,991.8% | -73.9% |
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