+144.9%
ECHO vs TSEM
+805.6%
-660.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.9% | +3.8% |
| 7D | +5.7% | +7.0% | -1.3% | +3.4% |
| 30D | +13.8% | -29.8% | +43.6% | +24.1% |
| 3M | +9.1% | -41.9% | +51.0% | +24.0% |
| 6M | -24.9% | -45.8% | +20.8% | -15.7% |
| YTD | -8.0% | +25.1% | -33.1% | -21.2% |
| 1Y | +42.9% | +48.2% | -5.3% | +16.2% |
| 3Y | +926.7% | +476.5% | +450.2% | +455.9% |
| 5Y | +230.4% | +301.4% | -71.1% | +90.1% |
| All | +144.9% | +805.6% | -660.7% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling