+494.7%
ECHO vs TLN
+733.8%
-239.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.6% |
| 7D | +9.1% | +22.3% | -13.1% | +3.3% |
| 30D | +7.2% | +1.2% | +6.0% | +6.6% |
| 3M | +6.1% | +5.9% | +0.2% | +3.8% |
| 6M | -24.2% | +3.2% | -27.4% | -26.1% |
| YTD | -9.7% | +3.2% | -12.9% | -13.6% |
| 1Y | +40.9% | +5.2% | +35.7% | +33.5% |
| 3Y | +883.3% | +606.3% | +277.0% | +385.0% |
| All | +494.7% | +733.8% | -239.1% | +191.5% |
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