+240.0%
ECHO vs TSEM
+958.8%
-718.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.3% |
| 7D | +3.4% | +6.9% | -3.5% | +2.2% |
| 30D | +2.4% | +5.3% | -2.9% | +1.1% |
| 3M | -28.0% | -14.9% | -13.0% | -27.0% |
| 6M | -21.2% | +80.0% | -101.3% | -30.8% |
| YTD | -17.4% | +89.4% | -106.7% | -28.2% |
| 1Y | +33.6% | +253.1% | -219.5% | +4.0% |
| 3Y | +419.7% | +642.1% | -222.4% | +256.5% |
| 5Y | +241.7% | +659.1% | -417.4% | +129.6% |
| 10Y | +180.8% | +1,291.4% | -1,110.6% | +69.0% |
| All | +240.0% | +958.8% | -718.7% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling