+33.6%
ECHO vs TD
+64.8%
-31.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | +2.4% | +0.4% | +2.0% | +2.1% |
| 3M | -28.0% | +7.6% | -35.6% | -32.5% |
| 6M | -21.2% | +25.0% | -46.2% | -34.9% |
| YTD | -17.4% | +31.0% | -48.4% | -34.6% |
| 1Y | +33.6% | +65.2% | -31.6% | -7.4% |
| All | +33.6% | +64.8% | -31.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling