+405.0%
ECHO vs TSLQ
-97.3%
+502.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.0% | +12.0% | +3.1% |
| 7D | +8.6% | -8.6% | +17.1% | +7.7% |
| 30D | +3.8% | -24.9% | +28.6% | +0.7% |
| 3M | -19.9% | -1.5% | -18.4% | -18.3% |
| 6M | -12.1% | -18.1% | +6.0% | -11.1% |
| YTD | -14.1% | -0.1% | -13.9% | -10.5% |
| 1Y | +15.9% | -51.4% | +67.2% | +12.7% |
| 3Y | +417.8% | -95.9% | +513.8% | +333.1% |
| All | +405.0% | -97.3% | +502.2% | +350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling