+258.3%
ECHO vs TT
+1,786.2%
-1,528.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.3% |
| 7D | -2.4% | -2.0% | -0.4% | -1.4% |
| 30D | -3.1% | -14.0% | +10.9% | +3.0% |
| 3M | +8.7% | -15.9% | +24.6% | +16.6% |
| 6M | -24.8% | -17.3% | -7.4% | -19.2% |
| YTD | -13.0% | +4.0% | -16.9% | -15.7% |
| 1Y | +33.9% | -7.1% | +41.0% | +35.6% |
| 3Y | +791.8% | +90.2% | +701.6% | +559.0% |
| 5Y | +261.7% | +131.1% | +130.6% | +140.9% |
| 10Y | +157.3% | +777.7% | -620.4% | -2.2% |
| All | +258.3% | +1,786.2% | -1,528.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling