+240.0%
ECHO vs TEL
+716.9%
-476.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.4% | +3.0% | +0.5% | +2.0% |
| 30D | +2.4% | -3.9% | +6.3% | +4.1% |
| 3M | -28.0% | -5.1% | -22.8% | -26.4% |
| 6M | -21.2% | +0.6% | -21.8% | -22.2% |
| YTD | -17.4% | -7.3% | -10.1% | -16.0% |
| 1Y | +33.6% | +1.1% | +32.5% | +29.9% |
| 3Y | +419.7% | +63.7% | +356.0% | +302.3% |
| 5Y | +241.7% | +50.7% | +191.0% | +169.6% |
| 10Y | +180.8% | +290.2% | -109.4% | +43.9% |
| All | +240.0% | +716.9% | -476.9% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling