+34.2%
ECHO vs TEL
-8.6%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +4.6% | -0.5% | +5.0% | +4.7% |
| 30D | +0.4% | +0.6% | -0.2% | +0.1% |
| 3M | +7.7% | +2.0% | +5.7% | +6.6% |
| 6M | -18.0% | +8.1% | -26.2% | -20.5% |
| YTD | -9.3% | -2.2% | -7.1% | -11.5% |
| 1Y | +34.2% | -8.6% | +42.8% | +33.1% |
| All | +34.2% | -8.6% | +42.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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