+648.4%
ECHO vs TMF
-71.6%
+720.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -4.5% |
| 7D | +9.1% | -8.2% | +17.3% | +8.1% |
| 30D | +7.2% | +5.3% | +1.8% | +7.9% |
| 3M | +6.1% | -8.5% | +14.6% | +5.3% |
| 6M | -24.2% | -17.2% | -7.0% | -25.5% |
| YTD | -9.7% | -23.4% | +13.7% | -12.0% |
| 1Y | +40.9% | -30.2% | +71.2% | +35.9% |
| 3Y | +883.3% | -32.9% | +916.2% | +859.5% |
| 5Y | +224.2% | -88.5% | +312.7% | +145.7% |
| 10Y | +141.3% | -82.2% | +223.5% | +113.4% |
| All | +648.4% | -71.6% | +720.0% | +673.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling