+466.2%
ECHO vs TLN
+602.5%
-136.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +3.3% |
| 7D | +8.6% | +10.9% | -2.3% | +5.7% |
| 30D | +3.8% | -6.3% | +10.1% | +5.3% |
| 3M | -19.9% | -10.7% | -9.2% | -18.2% |
| 6M | -12.1% | +1.6% | -13.7% | -14.2% |
| YTD | -14.1% | -13.1% | -1.0% | -13.6% |
| 1Y | +15.9% | -15.1% | +30.9% | +16.3% |
| 3Y | +417.8% | +495.0% | -77.2% | +171.0% |
| All | +466.2% | +602.5% | -136.3% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling