+192.5%
ECHO vs TSN
-4.9%
+197.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +3.7% | +3.0% | +0.7% | +2.8% |
| 30D | +0.7% | -4.2% | +4.9% | +1.8% |
| 3M | -27.3% | -3.9% | -23.4% | -26.9% |
| 6M | -17.0% | -9.8% | -7.1% | -15.4% |
| YTD | -14.3% | -7.3% | -7.0% | -13.6% |
| 1Y | +20.9% | -2.2% | +23.1% | +19.5% |
| 3Y | +423.0% | +11.9% | +411.1% | +382.3% |
| 5Y | +265.7% | -16.9% | +282.6% | +270.4% |
| All | +192.5% | -4.9% | +197.4% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling