+412.7%
ECHO vs TENB
-26.8%
+439.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.3% | -1.7% | +7.0% | +5.6% |
| 30D | +2.4% | -8.3% | +10.7% | +3.4% |
| 3M | -21.8% | +26.2% | -47.9% | -26.5% |
| 6M | -16.9% | +60.2% | -77.1% | -26.1% |
| YTD | -16.0% | +43.1% | -59.1% | -23.2% |
| 1Y | +9.3% | +9.4% | -0.1% | +8.2% |
| All | +412.7% | -26.8% | +439.6% | +460.6% |
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 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