+240.0%
ECHO vs TAP
+25.3%
+214.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.2% |
| 30D | +2.4% | -2.1% | +4.5% | +2.9% |
| 3M | -28.0% | +6.6% | -34.6% | -30.0% |
| 6M | -21.2% | -11.5% | -9.8% | -18.9% |
| YTD | -17.4% | -10.3% | -7.1% | -15.7% |
| 1Y | +33.6% | -14.4% | +48.0% | +38.1% |
| 3Y | +419.7% | -28.3% | +448.0% | +456.9% |
| 5Y | +241.7% | +1.7% | +240.0% | +216.1% |
| 10Y | +180.8% | -49.2% | +230.0% | +209.8% |
| All | +240.0% | +25.3% | +214.7% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling