+34.2%
ECHO vs TEM
-11.1%
+45.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.4% | -2.7% |
| 7D | +4.6% | -1.3% | +5.9% | +4.7% |
| 30D | +0.4% | -9.5% | +9.9% | +1.6% |
| 3M | +7.7% | +60.7% | -53.0% | -5.2% |
| 6M | -18.0% | +35.5% | -53.5% | -25.3% |
| YTD | -9.3% | +28.0% | -37.3% | -16.1% |
| 1Y | +34.2% | -10.5% | +44.7% | +35.4% |
| All | +34.2% | -11.1% | +45.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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