+185.3%
ECHO vs TW
+221.1%
-35.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +3.4% | -2.3% | +5.7% | +4.0% |
| 30D | +2.4% | +3.9% | -1.6% | +1.3% |
| 3M | -28.0% | +5.7% | -33.7% | -29.5% |
| 6M | -21.2% | -14.5% | -6.7% | -18.7% |
| YTD | -17.4% | -0.9% | -16.5% | -18.5% |
| 1Y | +33.6% | -13.5% | +47.1% | +37.0% |
| 3Y | +419.7% | +25.0% | +394.7% | +382.6% |
| 5Y | +241.7% | +22.7% | +219.0% | +212.2% |
| All | +185.3% | +221.1% | -35.8% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling