+240.0%
ECHO vs TD
+617.0%
-376.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | +2.4% | +0.4% | +2.0% | +2.2% |
| 3M | -28.0% | +7.6% | -35.6% | -31.2% |
| 6M | -21.2% | +25.0% | -46.2% | -31.1% |
| YTD | -17.4% | +31.0% | -48.4% | -29.9% |
| 1Y | +33.6% | +65.2% | -31.6% | -1.0% |
| 3Y | +419.7% | +122.5% | +297.2% | +226.1% |
| 5Y | +241.7% | +124.8% | +116.9% | +111.7% |
| 10Y | +180.8% | +298.2% | -117.5% | +27.0% |
| All | +240.0% | +617.0% | -376.9% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling