-24.9%
ECHO vs TCOM
-16.0%
-8.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.1% |
| 7D | +5.7% | -1.8% | +7.5% | +5.3% |
| 30D | +13.8% | +12.1% | +1.7% | +15.8% |
| 3M | +9.1% | -3.2% | +12.3% | +9.2% |
| 6M | -24.9% | -16.6% | -8.3% | -26.6% |
| All | -24.9% | -16.0% | -8.9% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling