+407.1%
ECHO vs TT
+125.0%
+282.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +2.4% | -7.2% | +9.5% | +4.7% |
| 3M | -28.0% | -3.0% | -25.0% | -27.6% |
| 6M | -21.2% | +1.4% | -22.6% | -22.0% |
| YTD | -17.4% | +15.9% | -33.3% | -21.9% |
| 1Y | +33.6% | +9.4% | +24.2% | +28.7% |
| All | +407.1% | +125.0% | +282.1% | +287.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling