+240.0%
ECHO vs TTMI
+977.2%
-737.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -2.3% |
| 7D | +3.4% | +5.9% | -2.4% | +1.7% |
| 30D | +2.4% | -4.3% | +6.7% | +3.0% |
| 3M | -28.0% | -32.0% | +4.1% | -21.9% |
| 6M | -21.2% | +19.5% | -40.7% | -28.3% |
| YTD | -17.4% | +82.0% | -99.4% | -33.9% |
| 1Y | +33.6% | +172.6% | -139.0% | -6.4% |
| 3Y | +419.7% | +744.7% | -325.0% | +160.3% |
| 5Y | +241.7% | +805.6% | -563.8% | +63.1% |
| 10Y | +180.8% | +1,057.6% | -876.9% | +18.2% |
| All | +240.0% | +977.2% | -737.2% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling