+229.9%
TTMI vs ECL
+2,205.9%
-1,976.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.3% |
| 7D | +22.6% | -0.5% | +23.1% | +23.1% |
| 30D | -34.3% | +6.6% | -40.9% | -37.6% |
| 3M | -44.8% | +9.6% | -54.4% | -48.8% |
| 6M | -53.3% | +21.6% | -74.9% | -60.5% |
| YTD | +10.6% | +16.9% | -6.3% | -3.8% |
| 1Y | +8.2% | +17.9% | -9.7% | -6.5% |
| 3Y | +435.7% | +76.5% | +359.2% | +235.5% |
| 5Y | +434.2% | +36.6% | +397.6% | +293.3% |
| 10Y | +426.4% | +193.2% | +233.3% | +97.5% |
| All | +229.9% | +2,205.9% | -1,976.1% | -74.5% |
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