+15.9%
ECHO vs TT
+8.3%
+7.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.1% |
| 7D | +8.6% | +1.6% | +7.0% | +8.3% |
| 30D | +3.8% | -7.3% | +11.1% | +4.8% |
| 3M | -19.9% | -2.6% | -17.3% | -19.8% |
| 6M | -12.1% | +5.9% | -18.0% | -12.1% |
| YTD | -14.1% | +15.4% | -29.5% | -11.3% |
| 1Y | +15.9% | +8.2% | +7.6% | +21.2% |
| All | +15.9% | +8.3% | +7.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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