+191.8%
ECHO vs TW
+209.8%
-18.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +2.3% | -2.7% | +5.0% | +2.9% |
| 30D | +4.4% | -1.7% | +6.1% | +4.7% |
| 3M | -20.3% | +1.6% | -21.9% | -21.3% |
| 6M | -15.3% | -17.7% | +2.3% | -11.8% |
| YTD | -15.5% | -4.3% | -11.2% | -15.9% |
| 1Y | +15.0% | -13.1% | +28.1% | +17.4% |
| 3Y | +409.1% | +20.3% | +388.9% | +377.1% |
| 5Y | +260.6% | +22.0% | +238.7% | +229.3% |
| All | +191.8% | +209.8% | -18.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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