+440.5%
ECHO vs TSLQ
-97.8%
+538.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.4% |
| 7D | +5.7% | -16.8% | +22.5% | +3.3% |
| 30D | +13.8% | -18.0% | +31.8% | +12.2% |
| 3M | +9.1% | -34.5% | +43.6% | +5.6% |
| 6M | -24.9% | -8.9% | -16.0% | -22.9% |
| YTD | -8.0% | -19.0% | +11.0% | -5.3% |
| 1Y | +42.9% | -38.2% | +81.1% | +43.1% |
| 3Y | +926.7% | -96.9% | +1,023.6% | +741.0% |
| All | +440.5% | -97.8% | +538.3% | +376.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling