+262.5%
ECHO vs TAP
+2.0%
+260.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +5.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -3.1% | +9.1% | -12.3% | -4.5% |
| 3M | +8.7% | -3.8% | +12.5% | +9.0% |
| 6M | -24.8% | -3.4% | -21.3% | -24.7% |
| YTD | -13.0% | -10.6% | -2.3% | -12.0% |
| 1Y | +33.9% | -4.4% | +38.3% | +33.6% |
| 3Y | +791.8% | -24.4% | +816.2% | +813.5% |
| All | +262.5% | +2.0% | +260.6% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling