+15.0%
ECHO vs TENB
+4.2%
+10.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | +2.3% | -7.1% | +9.4% | +2.7% |
| 30D | +4.4% | -15.4% | +19.8% | +5.3% |
| 3M | -20.3% | +19.5% | -39.8% | -22.1% |
| 6M | -15.3% | +54.8% | -70.2% | -17.2% |
| YTD | -15.5% | +36.1% | -51.6% | -14.3% |
| 1Y | +15.0% | +7.0% | +8.0% | +25.9% |
| All | +15.0% | +4.2% | +10.8% | +25.9% |
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