+251.0%
ECHO vs TENB
-26.8%
+277.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -21.8% | +26.2% | -47.9% | -25.5% |
| 6M | -16.9% | +60.2% | -77.1% | -24.4% |
| YTD | -16.0% | +43.1% | -59.1% | -22.2% |
| 1Y | +9.3% | +9.4% | -0.1% | +6.2% |
| 3Y | +406.2% | -23.9% | +430.1% | +417.5% |
| 5Y | +251.0% | -28.2% | +279.2% | +259.7% |
| All | +251.0% | -26.8% | +277.8% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling