+159.0%
ECHO vs TYL
+174.6%
-15.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.1% |
| 7D | +3.0% | +3.5% | -0.5% | +2.1% |
| 30D | +6.7% | +26.9% | -20.2% | +0.6% |
| 3M | +12.4% | +33.8% | -21.5% | +4.1% |
| 6M | -20.4% | +28.8% | -49.3% | -26.2% |
| YTD | -6.9% | -7.9% | +1.0% | -6.1% |
| 1Y | +37.7% | -9.8% | +47.5% | +39.5% |
| 3Y | +902.9% | +1.2% | +901.7% | +873.8% |
| 5Y | +275.3% | -22.8% | +298.1% | +280.5% |
| 10Y | +159.0% | +168.8% | -9.8% | +77.7% |
| All | +159.0% | +174.6% | -15.5% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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