+144.9%
ECHO vs TRGP
+822.5%
-677.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.7% | +12.4% | -6.7% | +2.6% |
| 30D | +13.8% | +2.6% | +11.2% | +13.0% |
| 3M | +9.1% | +11.9% | -2.8% | +5.7% |
| 6M | -24.9% | +13.9% | -38.9% | -28.1% |
| YTD | -8.0% | +64.2% | -72.2% | -20.2% |
| 1Y | +42.9% | +78.5% | -35.6% | +21.0% |
| 3Y | +926.7% | +272.9% | +653.8% | +617.3% |
| 5Y | +230.4% | +510.7% | -280.4% | +101.8% |
| All | +144.9% | +822.5% | -677.6% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling