+33.6%
ECHO vs TDY
+11.8%
+21.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | +3.4% | -1.8% | +5.2% | +4.4% |
| 30D | +2.4% | -10.7% | +13.0% | +8.8% |
| 3M | -28.0% | -1.3% | -26.7% | -27.2% |
| 6M | -21.2% | -10.6% | -10.7% | -18.1% |
| YTD | -17.4% | +19.6% | -37.0% | -21.5% |
| 1Y | +33.6% | +11.6% | +22.0% | +32.3% |
| All | +33.6% | +11.8% | +21.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling