+192.5%
ECHO vs TNA
+86.1%
+106.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +3.7% | -7.3% | +11.0% | +6.1% |
| 30D | +0.7% | -14.2% | +14.9% | +5.4% |
| 3M | -27.3% | -4.6% | -22.7% | -26.5% |
| 6M | -17.0% | +36.9% | -53.9% | -25.5% |
| YTD | -14.3% | +42.5% | -56.9% | -24.5% |
| 1Y | +20.9% | +45.8% | -24.9% | +4.6% |
| 3Y | +423.0% | +104.7% | +318.3% | +286.0% |
| 5Y | +265.7% | -21.7% | +287.4% | +214.7% |
| All | +192.5% | +86.1% | +106.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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