+412.7%
ECHO vs TW
+20.8%
+391.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +2.4% | -0.6% | +3.0% | +2.4% |
| 3M | -21.8% | +3.4% | -25.2% | -22.8% |
| 6M | -16.9% | -18.4% | +1.5% | -12.9% |
| YTD | -16.0% | -3.9% | -12.1% | -16.3% |
| 1Y | +9.3% | -13.3% | +22.6% | +12.9% |
| All | +412.7% | +20.8% | +391.9% | +463.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling