+251.0%
ECHO vs TSN
-20.2%
+271.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +5.3% | -7.3% | +12.6% | +7.1% |
| 30D | +2.4% | -8.6% | +11.1% | +4.5% |
| 3M | -21.8% | -7.5% | -14.3% | -20.8% |
| 6M | -16.9% | -14.1% | -2.8% | -14.7% |
| YTD | -16.0% | -9.4% | -6.6% | -15.2% |
| 1Y | +9.3% | -4.1% | +13.4% | +8.2% |
| 3Y | +406.2% | +10.3% | +395.9% | +362.5% |
| 5Y | +251.0% | -19.7% | +270.7% | +254.3% |
| All | +251.0% | -20.2% | +271.2% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling