+424.5%
ECHO vs TECK
+79.6%
+345.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.1% | +2.6% |
| 7D | +8.6% | +7.8% | +0.8% | +5.9% |
| 30D | +3.8% | +8.3% | -4.5% | +0.9% |
| 3M | -19.9% | +16.1% | -36.0% | -24.2% |
| 6M | -12.1% | +42.9% | -54.9% | -22.5% |
| YTD | -14.1% | +50.8% | -64.8% | -26.5% |
| 1Y | +15.9% | +106.1% | -90.2% | -12.9% |
| All | +424.5% | +79.6% | +345.0% | +296.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling