+412.7%
ECHO vs TCOM
+8.5%
+404.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | +5.3% | -10.2% | +15.5% | +5.8% |
| 30D | +2.4% | -16.8% | +19.3% | +3.2% |
| 3M | -21.8% | -16.7% | -5.1% | -21.2% |
| 6M | -16.9% | -27.1% | +10.2% | -15.8% |
| YTD | -16.0% | -45.5% | +29.5% | -14.1% |
| 1Y | +9.3% | -45.9% | +55.1% | +11.7% |
| All | +412.7% | +8.5% | +404.3% | +474.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling