+245.8%
ECHO vs TDG
+6,763.9%
-6,518.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +5.3% | -2.4% | +7.8% | +6.4% |
| 30D | +2.4% | -8.0% | +10.4% | +5.8% |
| 3M | -21.8% | -10.5% | -11.3% | -18.5% |
| 6M | -16.9% | -11.9% | -5.0% | -13.1% |
| YTD | -16.0% | -15.4% | -0.6% | -11.0% |
| 1Y | +9.3% | -14.2% | +23.5% | +14.7% |
| 3Y | +406.2% | +51.0% | +355.2% | +313.5% |
| 5Y | +251.0% | +126.5% | +124.5% | +137.8% |
| 10Y | +191.3% | +535.6% | -344.3% | +23.2% |
| All | +245.8% | +6,763.9% | -6,518.1% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling