+188.4%
ECHO vs TD
+303.5%
-115.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | 0.0% |
| 7D | +2.3% | -2.6% | +4.9% | +4.2% |
| 30D | +4.4% | -1.0% | +5.4% | +5.2% |
| 3M | -20.3% | +5.6% | -25.9% | -23.6% |
| 6M | -15.3% | +27.1% | -42.4% | -29.1% |
| YTD | -15.5% | +29.4% | -44.9% | -30.3% |
| 1Y | +15.0% | +60.7% | -45.7% | -18.8% |
| 3Y | +409.1% | +127.6% | +281.5% | +184.4% |
| 5Y | +260.6% | +125.4% | +135.2% | +100.4% |
| All | +188.4% | +303.5% | -115.1% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling