+453.5%
ECHO vs TLN
+589.3%
-135.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.8% |
| 7D | +5.3% | +5.8% | -0.5% | +3.8% |
| 30D | +2.4% | -6.9% | +9.3% | +4.1% |
| 3M | -21.8% | -10.9% | -10.9% | -20.1% |
| 6M | -16.9% | -4.6% | -12.3% | -17.5% |
| YTD | -16.0% | -14.7% | -1.3% | -15.1% |
| 1Y | +9.3% | -17.9% | +27.2% | +10.7% |
| 3Y | +406.2% | +483.9% | -77.7% | +166.2% |
| All | +453.5% | +589.3% | -135.9% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling