+417.8%
ECHO vs TSN
+13.0%
+404.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.8% |
| 7D | +8.6% | -5.0% | +13.6% | +9.2% |
| 30D | +3.8% | -9.1% | +12.8% | +5.1% |
| 3M | -19.9% | -7.4% | -12.5% | -19.2% |
| 6M | -12.1% | -13.4% | +1.3% | -10.7% |
| YTD | -14.1% | -8.5% | -5.6% | -14.0% |
| 1Y | +15.9% | -3.2% | +19.0% | +14.0% |
| 3Y | +417.8% | +11.5% | +406.4% | +312.6% |
| All | +417.8% | +13.0% | +404.9% | +312.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling