+224.2%
ECHO vs TTMI
+432.3%
-208.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.1% |
| 7D | +9.1% | +22.6% | -13.5% | +2.9% |
| 30D | +7.2% | -34.3% | +41.5% | +17.7% |
| 3M | +6.1% | -44.8% | +50.9% | +20.9% |
| 6M | -24.2% | -53.3% | +29.2% | -11.9% |
| YTD | -9.7% | +10.6% | -20.3% | -21.5% |
| 1Y | +40.9% | +8.2% | +32.7% | +21.7% |
| 3Y | +883.3% | +435.7% | +447.6% | +364.3% |
| 5Y | +224.2% | +434.2% | -210.0% | +39.3% |
| All | +224.2% | +432.3% | -208.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling