+153.7%
ECHO vs TENB
-3.6%
+157.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.4% |
| 7D | +2.3% | -7.1% | +9.4% | +3.5% |
| 30D | +4.4% | -15.4% | +19.8% | +6.8% |
| 3M | -20.3% | +19.5% | -39.8% | -23.6% |
| 6M | -15.3% | +54.8% | -70.2% | -23.1% |
| YTD | -15.5% | +36.1% | -51.6% | -21.7% |
| 1Y | +15.0% | +7.0% | +8.0% | +11.2% |
| 3Y | +409.1% | -27.6% | +436.7% | +421.1% |
| 5Y | +260.6% | -30.5% | +291.1% | +257.2% |
| All | +153.7% | -3.6% | +157.4% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling