+240.0%
ECHO vs TRMB
+289.6%
-49.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | +3.4% | -2.5% | +5.9% | +4.3% |
| 30D | +2.4% | +1.5% | +0.8% | +1.6% |
| 3M | -28.0% | +6.8% | -34.7% | -30.1% |
| 6M | -21.2% | -14.9% | -6.3% | -17.7% |
| YTD | -17.4% | -24.1% | +6.7% | -10.2% |
| 1Y | +33.6% | -25.4% | +59.0% | +45.5% |
| 3Y | +419.7% | +8.0% | +411.7% | +397.8% |
| 5Y | +241.7% | -37.3% | +279.0% | +280.2% |
| 10Y | +180.8% | +116.8% | +63.9% | +100.3% |
| All | +240.0% | +289.6% | -49.6% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling