+191.3%
ECHO vs TAP
-51.4%
+242.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +5.3% | -5.1% | +10.4% | +6.9% |
| 30D | +2.4% | -8.4% | +10.9% | +4.8% |
| 3M | -21.8% | -3.9% | -17.9% | -21.5% |
| 6M | -16.9% | -14.4% | -2.5% | -13.8% |
| YTD | -16.0% | -14.7% | -1.3% | -13.1% |
| 1Y | +9.3% | -18.7% | +27.9% | +14.5% |
| 3Y | +406.2% | -32.6% | +438.9% | +451.0% |
| 5Y | +251.0% | -1.4% | +252.4% | +223.5% |
| 10Y | +191.3% | -50.4% | +241.6% | +179.6% |
| All | +191.3% | -51.4% | +242.6% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling