+188.4%
ECHO vs TTMI
+1,087.8%
-899.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +2.3% | +6.0% | -3.7% | +0.5% |
| 30D | +4.4% | -6.4% | +10.8% | +5.8% |
| 3M | -20.3% | -28.9% | +8.6% | -14.2% |
| 6M | -15.3% | +26.9% | -42.2% | -25.0% |
| YTD | -15.5% | +77.3% | -92.8% | -33.8% |
| 1Y | +15.0% | +147.5% | -132.5% | -21.0% |
| 3Y | +409.1% | +847.6% | -438.5% | +121.0% |
| 5Y | +260.6% | +802.2% | -541.6% | +52.8% |
| All | +188.4% | +1,087.8% | -899.4% | +16.4% |
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