+159.0%
ECHO vs TMF
-83.0%
+242.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.9% | +6.9% |
| 7D | +3.0% | +0.6% | +2.4% | +3.1% |
| 30D | +6.7% | +16.3% | -9.6% | +7.6% |
| 3M | +12.4% | -2.7% | +15.1% | +12.4% |
| 6M | -20.4% | -13.2% | -7.2% | -20.9% |
| YTD | -6.9% | -16.7% | +9.8% | -7.7% |
| 1Y | +37.7% | -22.7% | +60.4% | +36.0% |
| 3Y | +902.9% | -26.1% | +929.0% | +899.8% |
| 5Y | +275.3% | -88.4% | +363.8% | +188.5% |
| 10Y | +159.0% | -81.8% | +240.8% | +122.2% |
| All | +159.0% | -83.0% | +242.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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