+240.0%
ECHO vs TSN
+382.0%
-141.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.4% | -6.3% | +9.7% | +5.1% |
| 30D | +2.4% | -10.8% | +13.2% | +5.4% |
| 3M | -28.0% | -8.8% | -19.2% | -26.6% |
| 6M | -21.2% | -16.8% | -4.4% | -18.0% |
| YTD | -17.4% | -10.0% | -7.4% | -16.0% |
| 1Y | +33.6% | -5.3% | +38.8% | +33.6% |
| 3Y | +419.7% | +8.5% | +411.2% | +393.0% |
| 5Y | +241.7% | -22.9% | +264.6% | +254.2% |
| 10Y | +180.8% | -12.6% | +193.4% | +169.3% |
| All | +240.0% | +382.0% | -141.9% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling