+241.6%
ECHO vs TMF
-87.5%
+329.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | +2.4% | -2.8% | +5.2% | +2.5% |
| 3M | -28.0% | -10.9% | -17.0% | -27.5% |
| 6M | -21.2% | -21.3% | +0.1% | -20.3% |
| YTD | -17.4% | -15.9% | -1.5% | -16.6% |
| 1Y | +33.6% | -15.7% | +49.3% | +34.7% |
| 3Y | +419.7% | -43.4% | +463.0% | +423.7% |
| All | +241.6% | -87.5% | +329.1% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling