+240.0%
ECHO vs TT
+2,002.9%
-1,762.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | -7.4% | +9.7% | +5.5% |
| 3M | -28.0% | -3.2% | -24.8% | -27.3% |
| 6M | -21.2% | +1.1% | -22.4% | -22.1% |
| YTD | -17.4% | +15.6% | -33.0% | -23.4% |
| 1Y | +33.6% | +9.2% | +24.4% | +26.5% |
| 3Y | +419.7% | +124.4% | +295.3% | +256.7% |
| 5Y | +241.7% | +138.0% | +103.7% | +124.5% |
| 10Y | +180.8% | +886.4% | -705.6% | +1.6% |
| All | +240.0% | +2,002.9% | -1,762.8% | -22.8% |
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