+144.9%
ECHO vs TTMI
+394.2%
-249.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.7% |
| 7D | +5.7% | +11.4% | -5.7% | +2.1% |
| 30D | +13.8% | -28.3% | +42.1% | +22.7% |
| 3M | +9.1% | -46.7% | +55.7% | +26.5% |
| 6M | -24.9% | -56.1% | +31.2% | -10.3% |
| YTD | -8.0% | +7.4% | -15.4% | -19.5% |
| 1Y | +42.9% | +17.4% | +25.5% | +20.0% |
| 3Y | +926.7% | +429.1% | +497.6% | +397.3% |
| 5Y | +230.4% | +418.8% | -188.4% | +55.2% |
| All | +144.9% | +394.2% | -249.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling