+234.6%
ECHO vs TPR
+230.3%
+4.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | -0.3% | +6.0% | +5.9% |
| 30D | +13.8% | +15.1% | -1.3% | +7.2% |
| 3M | +9.1% | +3.5% | +5.6% | +6.6% |
| 6M | -24.9% | +0.4% | -25.4% | -27.0% |
| YTD | -8.0% | +4.6% | -12.6% | -13.3% |
| 1Y | +42.9% | +33.1% | +9.8% | +21.2% |
| 3Y | +926.7% | +396.0% | +530.7% | +427.9% |
| All | +234.6% | +230.3% | +4.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling