+926.7%
ECHO vs TMF
-32.2%
+958.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +5.7% | -9.3% | +15.0% | +6.4% |
| 30D | +13.8% | +1.9% | +11.9% | +13.4% |
| 3M | +9.1% | -11.2% | +20.3% | +10.2% |
| 6M | -24.9% | -17.7% | -7.2% | -23.7% |
| YTD | -8.0% | -24.5% | +16.4% | -5.8% |
| 1Y | +42.9% | -29.4% | +72.3% | +46.9% |
| 3Y | +926.7% | -33.4% | +960.1% | +916.0% |
| All | +926.7% | -32.2% | +958.9% | +916.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling