+192.5%
ECHO vs TDY
+479.2%
-286.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +3.7% | -1.1% | +4.8% | +4.3% |
| 30D | +0.7% | -12.0% | +12.7% | +7.8% |
| 3M | -27.3% | -3.2% | -24.1% | -26.0% |
| 6M | -17.0% | -7.9% | -9.1% | -13.3% |
| YTD | -14.3% | +18.2% | -32.5% | -21.9% |
| 1Y | +20.9% | +6.7% | +14.2% | +16.1% |
| 3Y | +423.0% | +47.5% | +375.4% | +322.1% |
| 5Y | +265.7% | +39.5% | +226.2% | +197.1% |
| All | +192.5% | +479.2% | -286.8% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling