+259.0%
ECHO vs TSEM
+665.7%
-406.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.3% |
| 7D | +8.6% | +10.4% | -1.9% | +5.7% |
| 30D | +3.8% | -12.9% | +16.7% | +7.2% |
| 3M | -19.9% | -9.2% | -10.7% | -20.0% |
| 6M | -12.1% | +98.8% | -110.8% | -31.8% |
| YTD | -14.1% | +87.2% | -101.3% | -32.7% |
| 1Y | +15.9% | +239.0% | -223.1% | -25.1% |
| 3Y | +417.8% | +679.5% | -261.7% | +173.6% |
| All | +259.0% | +665.7% | -406.6% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling