+15.9%
ECHO vs TAP
-19.0%
+34.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.0% |
| 7D | +8.6% | -2.3% | +10.9% | +8.5% |
| 30D | +3.8% | -9.4% | +13.2% | +3.9% |
| 3M | -19.9% | -0.8% | -19.1% | -20.3% |
| 6M | -12.1% | -14.7% | +2.7% | -9.7% |
| YTD | -14.1% | -13.9% | -0.1% | -14.0% |
| 1Y | +15.9% | -18.6% | +34.5% | +13.1% |
| All | +15.9% | -19.0% | +34.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling