+253.7%
ECHO vs TRI
+310.0%
-56.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +6.4% |
| 7D | +8.6% | -7.1% | +15.7% | +11.2% |
| 30D | +3.8% | -2.3% | +6.1% | +3.9% |
| 3M | -19.9% | +19.6% | -39.5% | -26.9% |
| 6M | -12.1% | -8.7% | -3.4% | -12.2% |
| YTD | -14.1% | -22.3% | +8.2% | -9.4% |
| 1Y | +15.9% | -40.7% | +56.5% | +37.0% |
| 3Y | +417.8% | -17.8% | +435.6% | +420.3% |
| 5Y | +259.3% | -8.5% | +267.8% | +238.1% |
| 10Y | +192.7% | +192.6% | +0.2% | +58.5% |
| All | +253.7% | +310.0% | -56.3% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling