+192.7%
ECHO vs TPR
+305.2%
-112.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.8% | +5.2% |
| 7D | +8.6% | -3.4% | +11.9% | +9.7% |
| 30D | +3.8% | -27.3% | +31.1% | +14.1% |
| 3M | -19.9% | -16.2% | -3.7% | -16.2% |
| 6M | -12.1% | -17.9% | +5.8% | -7.8% |
| YTD | -14.1% | -7.1% | -6.9% | -14.0% |
| 1Y | +15.9% | +13.6% | +2.2% | +7.7% |
| 3Y | +417.8% | +293.7% | +124.1% | +226.0% |
| 5Y | +259.3% | +239.1% | +20.2% | +128.4% |
| 10Y | +192.7% | +311.2% | -118.4% | +56.9% |
| All | +192.7% | +305.2% | -112.5% | +56.9% |
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