+153.6%
ECHO vs TYL
+168.7%
-15.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.7% |
| 7D | -2.4% | +6.7% | -9.1% | -3.9% |
| 30D | -3.1% | +26.5% | -29.7% | -8.6% |
| 3M | +8.7% | +37.3% | -28.6% | +0.1% |
| 6M | -24.8% | +31.2% | -55.9% | -30.5% |
| YTD | -13.0% | -7.4% | -5.6% | -12.3% |
| 1Y | +33.9% | -9.6% | +43.5% | +35.6% |
| 3Y | +791.8% | +1.9% | +789.9% | +764.7% |
| 5Y | +261.7% | -21.1% | +282.8% | +264.7% |
| All | +153.6% | +168.7% | -15.1% | +74.0% |
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