+473.4%
ECHO vs TEM
+79.0%
+394.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.7% | +7.6% | +2.7% |
| 7D | +5.7% | -5.9% | +11.5% | +6.6% |
| 30D | +13.8% | +4.8% | +9.0% | +13.0% |
| 3M | +9.1% | +31.9% | -22.8% | +3.3% |
| 6M | -24.9% | +56.0% | -80.9% | -31.0% |
| YTD | -8.0% | +21.3% | -29.3% | -13.0% |
| 1Y | +42.9% | +5.4% | +37.5% | +37.4% |
| All | +473.4% | +79.0% | +394.4% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling