+258.5%
ECHO vs TEL
+50.4%
+208.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.3% | +1.2% | +4.1% | +4.6% |
| 30D | +2.4% | -4.1% | +6.5% | +4.4% |
| 3M | -21.8% | -2.6% | -19.2% | -21.0% |
| 6M | -16.9% | 0.0% | -16.9% | -18.0% |
| YTD | -16.0% | -9.1% | -6.9% | -13.8% |
| 1Y | +9.3% | -0.8% | +10.1% | +5.8% |
| 3Y | +406.2% | +67.4% | +338.8% | +262.6% |
| All | +258.5% | +50.4% | +208.1% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling