+258.3%
ECHO vs TAP
+24.8%
+233.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +6.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -3.1% | +9.1% | -12.3% | -6.4% |
| 3M | +8.7% | -3.8% | +12.5% | +9.0% |
| 6M | -24.8% | -3.4% | -21.3% | -25.2% |
| YTD | -13.0% | -10.6% | -2.3% | -11.8% |
| 1Y | +33.9% | -4.4% | +38.3% | +32.7% |
| 3Y | +791.8% | -24.4% | +816.2% | +832.5% |
| 5Y | +261.7% | +2.1% | +259.6% | +231.7% |
| 10Y | +157.3% | -48.7% | +206.0% | +180.9% |
| All | +258.3% | +24.8% | +233.5% | +138.6% |
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