+435.7%
ECHO vs TEM
+60.7%
+374.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +8.6% | +3.2% | +5.3% | +8.1% |
| 30D | +3.8% | +23.5% | -19.8% | -0.2% |
| 3M | -19.9% | +32.3% | -52.2% | -24.0% |
| 6M | -12.1% | +23.0% | -35.1% | -16.1% |
| YTD | -14.1% | +8.9% | -22.9% | -16.8% |
| 1Y | +15.9% | -19.9% | +35.7% | +15.9% |
| All | +435.7% | +60.7% | +374.9% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling