+33.6%
ECHO vs TSLQ
-50.5%
+84.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +1.3% |
| 7D | +3.4% | -5.8% | +9.2% | +3.0% |
| 30D | +2.4% | -22.1% | +24.5% | 0.0% |
| 3M | -28.0% | +10.1% | -38.0% | -26.0% |
| 6M | -21.2% | -6.8% | -14.5% | -19.9% |
| YTD | -17.4% | +8.5% | -25.9% | -15.5% |
| 1Y | +33.6% | -49.7% | +83.3% | +54.8% |
| All | +33.6% | -50.5% | +84.1% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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