+192.5%
ECHO vs TDG
+547.7%
-355.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +3.7% | -1.9% | +5.6% | +4.5% |
| 30D | +0.7% | -7.7% | +8.4% | +4.0% |
| 3M | -27.3% | -9.3% | -18.0% | -24.6% |
| 6M | -17.0% | -9.4% | -7.6% | -14.0% |
| YTD | -14.3% | -14.3% | -0.1% | -9.6% |
| 1Y | +20.9% | -11.8% | +32.7% | +25.6% |
| 3Y | +423.0% | +52.0% | +371.0% | +321.2% |
| 5Y | +265.7% | +128.8% | +136.9% | +141.3% |
| All | +192.5% | +547.7% | -355.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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