+33.6%
ECHO vs TSN
-5.8%
+39.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.4% | -6.3% | +9.7% | +3.2% |
| 30D | +2.4% | -10.8% | +13.2% | +2.2% |
| 3M | -28.0% | -8.8% | -19.2% | -28.0% |
| 6M | -21.2% | -16.8% | -4.4% | -20.6% |
| YTD | -17.4% | -10.0% | -7.4% | -19.3% |
| 1Y | +33.6% | -5.3% | +38.8% | +26.9% |
| All | +33.6% | -5.8% | +39.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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