+181.9%
ECHO vs TYL
+115.8%
+66.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | +3.4% | -3.7% | +7.1% | +4.3% |
| 30D | +2.4% | +18.7% | -16.4% | -2.0% |
| 3M | -28.0% | +18.1% | -46.1% | -31.4% |
| 6M | -21.2% | -1.1% | -20.1% | -21.9% |
| YTD | -17.4% | -19.8% | +2.4% | -13.5% |
| 1Y | +33.6% | -34.3% | +67.9% | +47.8% |
| 3Y | +419.7% | -8.2% | +427.9% | +418.4% |
| 5Y | +241.7% | -25.4% | +267.1% | +249.2% |
| All | +181.9% | +115.8% | +66.1% | +111.4% |
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