+144.9%
ECHO vs TCOM
+5.9%
+139.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +5.7% | -1.8% | +7.5% | +6.0% |
| 30D | +13.8% | +12.1% | +1.7% | +11.6% |
| 3M | +9.1% | -3.2% | +12.3% | +9.4% |
| 6M | -24.9% | -16.6% | -8.3% | -23.1% |
| YTD | -8.0% | -39.4% | +31.4% | -1.2% |
| 1Y | +42.9% | -41.5% | +84.4% | +54.4% |
| 3Y | +926.7% | +24.4% | +902.3% | +831.3% |
| 5Y | +230.4% | +41.6% | +188.8% | +174.0% |
| All | +144.9% | +5.9% | +139.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling