+33.6%
ECHO vs TRGP
+80.7%
-47.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.5% |
| 30D | +2.4% | +11.5% | -9.2% | +4.1% |
| 3M | -28.0% | +9.0% | -36.9% | -26.8% |
| 6M | -21.2% | +20.5% | -41.7% | -19.9% |
| YTD | -17.4% | +59.5% | -76.9% | -15.6% |
| 1Y | +33.6% | +77.9% | -44.3% | +36.2% |
| All | +33.6% | +80.7% | -47.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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