+151.3%
ECHO vs TPR
+378.8%
-227.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | +3.6% | +6.4% | -2.8% | +1.3% |
| 30D | +7.5% | +13.8% | -6.3% | +2.6% |
| 3M | +16.2% | -16.6% | +32.8% | +21.4% |
| 6M | -20.9% | +0.7% | -21.5% | -22.6% |
| YTD | -6.0% | +5.3% | -11.3% | -10.3% |
| 1Y | +43.4% | +32.4% | +11.0% | +26.6% |
| 3Y | +924.0% | +406.4% | +517.7% | +493.2% |
| 5Y | +249.6% | +227.9% | +21.7% | +122.1% |
| 10Y | +151.3% | +371.7% | -220.4% | +28.3% |
| All | +151.3% | +378.8% | -227.6% | +28.3% |
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