+722.8%
ECHO vs TNA
+990.0%
-267.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +8.6% | +4.1% | +4.5% | +7.4% |
| 30D | +3.8% | -7.6% | +11.4% | +6.0% |
| 3M | -19.9% | +8.1% | -28.0% | -21.7% |
| 6M | -12.1% | +49.0% | -61.1% | -22.0% |
| YTD | -14.1% | +51.7% | -65.8% | -24.5% |
| 1Y | +15.9% | +59.6% | -43.8% | -0.7% |
| 3Y | +417.8% | +118.9% | +299.0% | +288.6% |
| 5Y | +259.3% | -19.2% | +278.5% | +213.9% |
| 10Y | +192.7% | +77.2% | +115.5% | +67.9% |
| All | +722.8% | +990.0% | -267.1% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling