+234.6%
ECHO vs TW
+41.2%
+193.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +5.7% | +3.9% | +1.8% | +4.9% |
| 30D | +13.8% | +19.9% | -6.1% | +9.9% |
| 3M | +9.1% | +25.9% | -16.9% | +4.2% |
| 6M | -24.9% | +21.1% | -46.1% | -28.0% |
| YTD | -8.0% | +23.9% | -31.9% | -12.9% |
| 1Y | +42.9% | +21.2% | +21.7% | +36.2% |
| 3Y | +926.7% | +44.8% | +881.9% | +862.8% |
| All | +234.6% | +41.2% | +193.3% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling