+28.3%
ECHO vs TPR
+28.3%
0.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.3% |
| 7D | -2.4% | +14.2% | -16.6% | -4.3% |
| 30D | -3.1% | +17.1% | -20.2% | -5.5% |
| 3M | +8.7% | -17.7% | +26.4% | +13.2% |
| 6M | -24.8% | -10.2% | -14.6% | -23.8% |
| YTD | -13.0% | +4.9% | -17.9% | -14.1% |
| All | +28.3% | +28.3% | 0.0% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling