+34.2%
ECHO vs TECK
+59.3%
-25.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.5% | -4.6% |
| 7D | +4.6% | +2.3% | +2.3% | +3.7% |
| 30D | +0.4% | -5.0% | +5.4% | +1.9% |
| 3M | +7.7% | -0.3% | +8.0% | +7.4% |
| 6M | -18.0% | +13.9% | -31.9% | -21.0% |
| YTD | -9.3% | +35.2% | -44.5% | -11.6% |
| 1Y | +34.2% | +57.5% | -23.3% | +32.4% |
| All | +34.2% | +59.3% | -25.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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