+791.8%
ECHO vs TMF
-25.3%
+817.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | -3.1% | +19.7% | -22.9% | -5.0% |
| 3M | +8.7% | -2.1% | +10.8% | +9.0% |
| 6M | -24.8% | -13.4% | -11.3% | -23.7% |
| YTD | -13.0% | -16.7% | +3.8% | -11.4% |
| 1Y | +33.9% | -23.3% | +57.3% | +37.0% |
| 3Y | +791.8% | -24.8% | +816.6% | +713.9% |
| All | +791.8% | -25.3% | +817.1% | +713.9% |
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