+15.0%
ECHO vs TSN
-2.3%
+17.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +2.3% | +1.4% | +0.9% | +2.3% |
| 30D | +4.4% | -6.2% | +10.6% | +4.3% |
| 3M | -20.3% | -5.7% | -14.6% | -20.4% |
| 6M | -15.3% | -11.4% | -4.0% | -16.4% |
| YTD | -15.5% | -8.2% | -7.3% | -17.7% |
| 1Y | +15.0% | -2.0% | +17.0% | +7.3% |
| All | +15.0% | -2.3% | +17.3% | +7.3% |
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