+907.5%
ECHO vs TCOM
+25.6%
+881.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | +9.1% | -1.4% | +10.5% | +9.2% |
| 30D | +7.2% | +11.5% | -4.3% | +6.6% |
| 3M | +6.1% | -5.2% | +11.3% | +6.4% |
| 6M | -24.2% | -16.9% | -7.2% | -23.3% |
| YTD | -9.7% | -39.9% | +30.2% | -7.6% |
| 1Y | +40.9% | -42.1% | +83.0% | +44.5% |
| All | +907.5% | +25.6% | +881.9% | +936.1% |
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