+791.8%
ECHO vs TAP
-23.7%
+815.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +4.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -3.1% | +9.1% | -12.3% | -2.8% |
| 3M | +8.7% | -3.8% | +12.5% | +9.0% |
| 6M | -24.8% | -3.4% | -21.3% | -24.4% |
| YTD | -13.0% | -10.6% | -2.3% | -12.4% |
| 1Y | +33.9% | -4.4% | +38.3% | +34.5% |
| 3Y | +791.8% | -24.4% | +816.2% | +736.1% |
| All | +791.8% | -23.7% | +815.5% | +736.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling