+192.5%
ECHO vs TRI
+196.2%
-3.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +3.7% | -7.9% | +11.6% | +5.8% |
| 30D | +0.7% | -4.5% | +5.2% | +1.4% |
| 3M | -27.3% | +22.1% | -49.4% | -32.5% |
| 6M | -17.0% | -2.8% | -14.2% | -18.0% |
| YTD | -14.3% | -23.4% | +9.1% | -8.1% |
| 1Y | +20.9% | -41.5% | +62.4% | +44.4% |
| 3Y | +423.0% | -19.2% | +442.2% | +431.9% |
| 5Y | +265.7% | -9.4% | +275.1% | +246.9% |
| All | +192.5% | +196.2% | -3.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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