+423.6%
ECHO vs TEM
+53.2%
+370.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.4% | -1.6% |
| 7D | +5.3% | -1.1% | +6.4% | +5.5% |
| 30D | +2.4% | +11.3% | -8.9% | +0.1% |
| 3M | -21.8% | +25.5% | -47.3% | -25.2% |
| 6M | -16.9% | +17.1% | -34.0% | -20.2% |
| YTD | -16.0% | +3.8% | -19.8% | -18.2% |
| 1Y | +9.3% | -24.4% | +33.6% | +10.2% |
| All | +423.6% | +53.2% | +370.4% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling