+907.5%
ECHO vs TPR
+404.6%
+502.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | +9.1% | -1.1% | +10.3% | +9.7% |
| 30D | +7.2% | +15.1% | -7.9% | +0.3% |
| 3M | +6.1% | -13.4% | +19.5% | +11.3% |
| 6M | -24.2% | +1.4% | -25.5% | -27.0% |
| YTD | -9.7% | +4.8% | -14.5% | -16.5% |
| 1Y | +40.9% | +29.2% | +11.7% | +15.7% |
| All | +907.5% | +404.6% | +502.9% | +222.5% |
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