+40.9%
ECHO vs TLN
+3.1%
+37.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | +9.1% | +22.3% | -13.1% | +4.4% |
| 30D | +7.2% | +1.2% | +6.0% | +6.3% |
| 3M | +6.1% | +5.9% | +0.2% | +4.1% |
| 6M | -24.2% | +3.2% | -27.4% | -25.6% |
| YTD | -9.7% | +3.2% | -12.9% | -12.4% |
| 1Y | +40.9% | +5.2% | +35.7% | +37.3% |
| All | +40.9% | +3.1% | +37.8% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling