+33.6%
ECHO vs TSEM
+259.4%
-225.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.7% |
| 7D | +3.4% | +6.9% | -3.5% | +1.8% |
| 30D | +2.4% | +5.3% | -2.9% | +0.9% |
| 3M | -28.0% | -14.9% | -13.0% | -27.0% |
| 6M | -21.2% | +80.0% | -101.3% | -35.1% |
| YTD | -17.4% | +89.4% | -106.7% | -32.5% |
| 1Y | +33.6% | +253.1% | -219.5% | -15.1% |
| All | +33.6% | +259.4% | -225.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling