+34.2%
ECHO vs TSEM
+79.9%
-45.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.5% | -1.4% |
| 7D | +4.6% | -23.1% | +27.7% | +10.1% |
| 30D | +0.4% | -40.4% | +40.8% | +11.1% |
| 3M | +7.7% | -37.9% | +45.5% | +17.3% |
| 6M | -18.0% | -30.8% | +12.8% | -15.2% |
| YTD | -9.3% | +26.7% | -36.0% | -17.1% |
| 1Y | +34.2% | +80.5% | -46.3% | +19.4% |
| All | +34.2% | +79.9% | -45.7% | +19.4% |
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