+926.7%
ECHO vs TRGP
+274.3%
+652.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.7% | +12.4% | -6.7% | +2.1% |
| 30D | +13.8% | +2.6% | +11.2% | +12.9% |
| 3M | +9.1% | +11.9% | -2.8% | +5.2% |
| 6M | -24.9% | +13.9% | -38.9% | -28.7% |
| YTD | -8.0% | +64.2% | -72.2% | -25.1% |
| 1Y | +42.9% | +78.5% | -35.6% | +12.0% |
| 3Y | +926.7% | +272.9% | +653.8% | +473.3% |
| All | +926.7% | +274.3% | +652.4% | +473.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling