+144.9%
ECHO vs TECK
+198.5%
-53.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | +13.8% | -7.1% | +20.9% | +16.1% |
| 3M | +9.1% | -5.5% | +14.5% | +10.6% |
| 6M | -24.9% | -9.7% | -15.2% | -23.3% |
| YTD | -8.0% | +26.3% | -34.3% | -14.5% |
| 1Y | +42.9% | +44.4% | -1.5% | +27.9% |
| 3Y | +926.7% | +70.1% | +856.6% | +757.7% |
| 5Y | +230.4% | +125.8% | +104.6% | +143.6% |
| All | +144.9% | +198.5% | -53.6% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling