+273.9%
ECHO vs TPG
+74.1%
+199.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | +3.7% | -9.4% | +13.1% | +7.8% |
| 30D | +0.7% | -5.3% | +5.9% | +2.4% |
| 3M | -27.3% | +12.9% | -40.2% | -31.3% |
| 6M | -17.0% | +20.1% | -37.1% | -24.3% |
| YTD | -14.3% | -22.5% | +8.2% | -6.3% |
| 1Y | +20.9% | -19.7% | +40.6% | +29.4% |
| 3Y | +423.0% | +81.2% | +341.8% | +321.2% |
| All | +273.9% | +74.1% | +199.8% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling