+188.4%
ECHO vs TRGP
+868.8%
-680.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | -0.6% | +2.8% | +2.5% |
| 30D | +4.4% | +10.0% | -5.6% | +1.7% |
| 3M | -20.3% | +7.6% | -27.9% | -22.3% |
| 6M | -15.3% | +26.8% | -42.1% | -21.3% |
| YTD | -15.5% | +60.6% | -76.1% | -26.2% |
| 1Y | +15.0% | +82.5% | -67.5% | -3.4% |
| 3Y | +409.1% | +265.0% | +144.1% | +258.5% |
| 5Y | +260.6% | +645.9% | -385.3% | +110.1% |
| All | +188.4% | +868.8% | -680.4% | +36.8% |
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