+926.7%
ECHO vs TT
+91.4%
+835.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +5.7% | +4.0% | +1.6% | +4.2% |
| 30D | +13.8% | -11.3% | +25.1% | +18.6% |
| 3M | +9.1% | -12.3% | +21.4% | +14.0% |
| 6M | -24.9% | -10.8% | -14.1% | -22.3% |
| YTD | -8.0% | +8.2% | -16.2% | -11.5% |
| 1Y | +42.9% | +1.5% | +41.4% | +41.1% |
| 3Y | +926.7% | +91.5% | +835.2% | +610.2% |
| All | +926.7% | +91.4% | +835.3% | +610.2% |
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