+251.0%
ECHO vs TD
+123.1%
+127.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | +5.3% | -1.9% | +7.3% | +6.9% |
| 30D | +2.4% | -1.6% | +4.0% | +3.7% |
| 3M | -21.8% | +4.6% | -26.4% | -24.8% |
| 6M | -16.9% | +26.8% | -43.7% | -31.5% |
| YTD | -16.0% | +28.3% | -44.3% | -31.6% |
| 1Y | +9.3% | +60.4% | -51.2% | -25.4% |
| 3Y | +406.2% | +125.7% | +280.5% | +174.2% |
| 5Y | +251.0% | +122.4% | +128.6% | +119.9% |
| All | +251.0% | +123.1% | +127.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling