+240.0%
ECHO vs TECK
+155.8%
+84.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.4% | -0.3% | +3.8% | +3.5% |
| 30D | +2.4% | +4.6% | -2.3% | +1.3% |
| 3M | -28.0% | +2.8% | -30.8% | -28.5% |
| 6M | -21.2% | +24.9% | -46.1% | -25.1% |
| YTD | -17.4% | +44.7% | -62.1% | -24.1% |
| 1Y | +33.6% | +112.0% | -78.4% | +12.8% |
| 3Y | +419.7% | +67.6% | +352.1% | +353.2% |
| 5Y | +241.7% | +200.3% | +41.4% | +155.0% |
| 10Y | +180.8% | +358.2% | -177.5% | +75.1% |
| All | +240.0% | +155.8% | +84.2% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling