+407.1%
ECHO vs TPR
+292.1%
+115.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -2.3% | +5.7% | +4.5% |
| 30D | +2.4% | -23.0% | +25.3% | +14.3% |
| 3M | -28.0% | -12.5% | -15.5% | -25.0% |
| 6M | -21.2% | -21.4% | +0.2% | -14.0% |
| YTD | -17.4% | -3.5% | -13.9% | -20.3% |
| 1Y | +33.6% | +17.4% | +16.2% | +13.5% |
| All | +407.1% | +292.1% | +115.0% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling