-24.2%
ECHO vs TSN
-10.6%
-13.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.4% |
| 7D | +9.1% | -1.4% | +10.5% | +8.5% |
| 30D | +7.2% | +10.2% | -3.0% | +11.4% |
| 3M | +6.1% | +7.2% | -1.1% | +8.0% |
| 6M | -24.2% | -10.6% | -13.6% | -30.6% |
| All | -24.2% | -10.6% | -13.6% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling