+15.0%
ECHO vs TSEM
+220.1%
-205.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +4.4% | -16.6% | +21.0% | +8.3% |
| 3M | -20.3% | -10.9% | -9.4% | -20.0% |
| 6M | -15.3% | +78.0% | -93.4% | -30.0% |
| YTD | -15.5% | +77.2% | -92.7% | -29.8% |
| 1Y | +15.0% | +207.6% | -192.6% | -21.8% |
| All | +15.0% | +220.1% | -205.1% | -21.8% |
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 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