+159.8%
ECHO vs TPR
+386.9%
-227.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.0% |
| 7D | +2.2% | +12.1% | -9.9% | -1.8% |
| 30D | +9.8% | +16.7% | -6.8% | +4.0% |
| 3M | +16.8% | -17.4% | +34.2% | +22.5% |
| 6M | -18.1% | +2.3% | -20.4% | -20.3% |
| YTD | -4.2% | +7.1% | -11.3% | -9.0% |
| 1Y | +41.2% | +29.5% | +11.7% | +25.7% |
| 3Y | +943.7% | +415.0% | +528.6% | +501.3% |
| 5Y | +277.5% | +261.5% | +16.1% | +133.3% |
| 10Y | +159.8% | +383.3% | -223.5% | +32.0% |
| All | +159.8% | +386.9% | -227.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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