+151.3%
ECHO vs TYL
+185.3%
-34.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +7.5% | +25.2% | -17.7% | +1.6% |
| 3M | +16.2% | +31.8% | -15.6% | +8.0% |
| 6M | -20.9% | +36.3% | -57.1% | -27.6% |
| YTD | -6.0% | -6.3% | +0.3% | -5.6% |
| 1Y | +43.4% | -9.5% | +52.8% | +45.3% |
| 3Y | +924.0% | +1.6% | +922.4% | +893.9% |
| 5Y | +249.6% | -21.8% | +271.4% | +253.6% |
| 10Y | +151.3% | +183.3% | -32.0% | +70.3% |
| All | +151.3% | +185.3% | -34.0% | +70.3% |
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