+949.3%
ECHO vs TSEM
+599.9%
+349.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.6% | -9.5% | -4.2% |
| 7D | +3.6% | +6.8% | -3.1% | +1.4% |
| 30D | +7.5% | -26.6% | +34.1% | +16.5% |
| 3M | +16.2% | -36.3% | +52.5% | +30.1% |
| 6M | -20.9% | -30.6% | +9.7% | -17.8% |
| YTD | -6.0% | +35.3% | -41.3% | -26.2% |
| 1Y | +43.4% | +59.2% | -15.8% | +4.4% |
| All | +949.3% | +599.9% | +349.4% | +345.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling