+926.7%
ECHO vs TAP
-22.2%
+948.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +2.1% |
| 7D | +5.7% | +1.3% | +4.4% | +5.8% |
| 30D | +13.8% | +5.7% | +8.1% | +14.2% |
| 3M | +9.1% | -1.9% | +11.0% | +9.4% |
| 6M | -24.9% | +0.9% | -25.9% | -24.6% |
| YTD | -8.0% | -9.5% | +1.5% | -7.4% |
| 1Y | +42.9% | -9.0% | +51.9% | +43.6% |
| 3Y | +926.7% | -22.2% | +948.9% | +906.1% |
| All | +926.7% | -22.2% | +948.8% | +906.1% |
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