+259.8%
ECHO vs TKO
+291.2%
-31.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +3.7% | +2.3% | +1.4% | +3.0% |
| 30D | +0.7% | -2.5% | +3.2% | +1.3% |
| 3M | -27.3% | -10.6% | -16.7% | -25.0% |
| 6M | -17.0% | -5.1% | -11.9% | -15.9% |
| YTD | -14.3% | -8.2% | -6.1% | -12.8% |
| 1Y | +20.9% | -4.4% | +25.3% | +21.1% |
| 3Y | +423.0% | +100.4% | +322.6% | +329.0% |
| All | +259.8% | +291.2% | -31.5% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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