+144.9%
ECHO vs TYL
+183.6%
-38.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | +13.8% | +21.1% | -7.3% | +8.5% |
| 3M | +9.1% | +28.9% | -19.8% | +2.0% |
| 6M | -24.9% | +42.0% | -67.0% | -32.1% |
| YTD | -8.0% | -6.6% | -1.4% | -7.5% |
| 1Y | +42.9% | -9.1% | +52.0% | +44.6% |
| 3Y | +926.7% | +1.8% | +924.8% | +895.6% |
| 5Y | +230.4% | -22.9% | +253.3% | +235.5% |
| All | +144.9% | +183.6% | -38.7% | +66.2% |
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