+15.0%
ECHO vs TEM
-28.1%
+43.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.3% |
| 7D | +2.3% | -9.2% | +11.4% | +4.1% |
| 30D | +4.4% | +5.5% | -1.1% | +2.5% |
| 3M | -20.3% | +18.7% | -39.0% | -24.4% |
| 6M | -15.3% | +15.4% | -30.7% | -19.6% |
| YTD | -15.5% | -0.5% | -15.0% | -17.5% |
| 1Y | +15.0% | -24.8% | +39.8% | +16.5% |
| All | +15.0% | -28.1% | +43.1% | +16.5% |
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