+40.9%
ECHO vs TSN
+10.6%
+30.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | +9.1% | -1.4% | +10.5% | +9.1% |
| 30D | +7.2% | +10.2% | -3.0% | +7.4% |
| 3M | +6.1% | +7.2% | -1.1% | +5.9% |
| 6M | -24.2% | -10.6% | -13.6% | -21.6% |
| YTD | -9.7% | +3.7% | -13.5% | -12.8% |
| 1Y | +40.9% | +13.5% | +27.5% | +29.2% |
| All | +40.9% | +10.6% | +30.3% | +29.2% |
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