+33.6%
ECHO vs TPG
-6.0%
+39.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.4% | -2.4% | +5.9% | +4.0% |
| 30D | +2.4% | +11.1% | -8.7% | -0.4% |
| 3M | -28.0% | +26.3% | -54.2% | -31.6% |
| 6M | -21.2% | +18.3% | -39.6% | -24.0% |
| YTD | -17.4% | -14.4% | -3.0% | -12.1% |
| 1Y | +33.6% | -6.7% | +40.3% | +41.9% |
| All | +33.6% | -6.0% | +39.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling