+926.7%
ECHO vs TENB
+9.5%
+917.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.7% | -3.3% | +8.9% | +6.3% |
| 30D | +13.8% | +6.9% | +6.9% | +12.4% |
| 3M | +9.1% | +1.8% | +7.3% | +8.2% |
| 6M | -24.9% | +98.1% | -123.0% | -37.2% |
| YTD | -8.0% | +73.2% | -81.2% | -20.0% |
| 1Y | +42.9% | +50.7% | -7.8% | +31.0% |
| 3Y | +926.7% | +9.3% | +917.4% | +975.5% |
| All | +926.7% | +9.5% | +917.2% | +975.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling