+192.5%
ECHO vs TSEM
+1,313.0%
-1,120.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +3.7% | -4.9% | +8.6% | +5.1% |
| 30D | +0.7% | -18.7% | +19.4% | +6.1% |
| 3M | -27.3% | -18.1% | -9.2% | -25.3% |
| 6M | -17.0% | +77.1% | -94.1% | -33.7% |
| YTD | -14.3% | +80.1% | -94.5% | -32.5% |
| 1Y | +20.9% | +220.4% | -199.5% | -20.7% |
| 3Y | +423.0% | +650.1% | -227.1% | +166.4% |
| 5Y | +265.7% | +628.9% | -363.2% | +80.2% |
| All | +192.5% | +1,313.0% | -1,120.5% | +15.4% |
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 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