+33.6%
ECHO vs TENB
+11.6%
+22.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.4% | -9.1% | +12.5% | +4.0% |
| 30D | +2.4% | -4.9% | +7.2% | +2.5% |
| 3M | -28.0% | +16.9% | -44.9% | -29.4% |
| 6M | -21.2% | +68.0% | -89.2% | -23.9% |
| YTD | -17.4% | +45.6% | -62.9% | -16.3% |
| 1Y | +33.6% | +12.7% | +20.9% | +50.5% |
| All | +33.6% | +11.6% | +22.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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