+258.3%
ECHO vs TPR
+576.5%
-318.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.5% |
| 7D | -2.4% | +14.2% | -16.6% | -6.7% |
| 30D | -3.1% | +17.1% | -20.2% | -8.3% |
| 3M | +8.7% | -17.7% | +26.4% | +13.8% |
| 6M | -24.8% | -10.2% | -14.6% | -23.8% |
| YTD | -13.0% | +4.9% | -17.9% | -16.7% |
| 1Y | +33.9% | +36.1% | -2.2% | +17.9% |
| 3Y | +791.8% | +416.5% | +375.3% | +418.7% |
| 5Y | +261.7% | +254.8% | +6.9% | +127.2% |
| 10Y | +157.3% | +391.7% | -234.4% | +29.4% |
| All | +258.3% | +576.5% | -318.3% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling