+245.8%
ECHO vs TKO
+2,450.5%
-2,204.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.7% |
| 7D | +5.3% | +0.7% | +4.7% | +5.2% |
| 30D | +2.4% | +0.9% | +1.6% | +2.1% |
| 3M | -21.8% | -6.2% | -15.6% | -20.7% |
| 6M | -16.9% | -5.6% | -11.3% | -16.0% |
| YTD | -16.0% | -7.8% | -8.1% | -14.9% |
| 1Y | +9.3% | -1.2% | +10.5% | +8.6% |
| 3Y | +406.2% | +106.5% | +299.7% | +323.3% |
| 5Y | +251.0% | +310.4% | -59.4% | +147.5% |
| 10Y | +191.3% | +987.5% | -796.3% | +55.0% |
| All | +245.8% | +2,450.5% | -2,204.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling