+188.4%
ECHO vs TRMB
+118.7%
+69.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +2.3% | -5.4% | +7.7% | +4.7% |
| 30D | +4.4% | -2.0% | +6.4% | +4.9% |
| 3M | -20.3% | +12.3% | -32.6% | -24.9% |
| 6M | -15.3% | -17.6% | +2.3% | -9.4% |
| YTD | -15.5% | -27.5% | +12.0% | -4.4% |
| 1Y | +15.0% | -29.1% | +44.1% | +30.6% |
| 3Y | +409.1% | +11.5% | +397.7% | +375.3% |
| 5Y | +260.6% | -39.5% | +300.1% | +314.3% |
| All | +188.4% | +118.7% | +69.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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