+240.0%
ECHO vs TCOM
+185.2%
+54.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | -9.5% | +12.9% | +5.1% |
| 30D | +2.4% | -10.7% | +13.1% | +4.2% |
| 3M | -28.0% | -14.6% | -13.3% | -26.3% |
| 6M | -21.2% | -19.3% | -1.9% | -18.7% |
| YTD | -17.4% | -42.9% | +25.6% | -10.1% |
| 1Y | +33.6% | -43.8% | +77.4% | +45.7% |
| 3Y | +419.7% | +2.1% | +417.6% | +392.1% |
| 5Y | +241.7% | +31.2% | +210.5% | +191.6% |
| 10Y | +180.8% | -13.9% | +194.7% | +144.7% |
| All | +240.0% | +185.2% | +54.8% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling