+158.1%
ECHO vs TENB
+1.4%
+156.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | +8.6% | -5.0% | +13.6% | +9.4% |
| 30D | +3.8% | -7.4% | +11.1% | +4.6% |
| 3M | -19.9% | +22.3% | -42.2% | -23.5% |
| 6M | -12.1% | +60.2% | -72.2% | -20.5% |
| YTD | -14.1% | +43.2% | -57.3% | -21.0% |
| 1Y | +15.9% | +8.2% | +7.7% | +12.0% |
| 3Y | +417.8% | -23.8% | +441.6% | +425.8% |
| 5Y | +259.3% | -26.9% | +286.2% | +253.1% |
| All | +158.1% | +1.4% | +156.7% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling