+513.3%
ECHO vs TLN
+683.0%
-169.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.2% | -0.3% | +5.0% |
| 7D | +3.0% | +9.1% | -6.0% | +0.6% |
| 30D | +6.7% | -4.1% | +10.8% | +7.8% |
| 3M | +12.4% | +4.4% | +7.9% | +10.5% |
| 6M | -20.4% | -6.0% | -14.4% | -20.4% |
| YTD | -6.9% | -3.1% | -3.8% | -9.3% |
| 1Y | +37.7% | -6.1% | +43.8% | +34.9% |
| 3Y | +902.9% | +575.3% | +327.5% | +401.9% |
| All | +513.3% | +683.0% | -169.8% | +206.1% |
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