+159.0%
ECHO vs TAP
-49.5%
+208.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.3% |
| 7D | +3.0% | -7.8% | +10.8% | +5.1% |
| 30D | +6.7% | +7.1% | -0.4% | +4.0% |
| 3M | +12.4% | -7.0% | +19.4% | +13.7% |
| 6M | -20.4% | -3.8% | -16.6% | -20.8% |
| YTD | -6.9% | -11.7% | +4.8% | -5.4% |
| 1Y | +37.7% | -10.1% | +47.8% | +39.2% |
| 3Y | +902.9% | -23.7% | +926.6% | +940.9% |
| 5Y | +275.3% | +2.9% | +272.4% | +239.1% |
| 10Y | +159.0% | -49.5% | +208.5% | +139.8% |
| All | +159.0% | -49.5% | +208.5% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling