+159.8%
ECHO vs TYL
+169.5%
-9.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +2.2% | +4.3% | -2.1% | +1.1% |
| 30D | +9.8% | +28.0% | -18.1% | +3.3% |
| 3M | +16.8% | +32.3% | -15.5% | +8.5% |
| 6M | -18.1% | +29.9% | -48.0% | -24.2% |
| YTD | -4.2% | -7.1% | +2.9% | -3.5% |
| 1Y | +41.2% | -9.2% | +50.5% | +42.9% |
| 3Y | +943.7% | +0.7% | +943.0% | +915.0% |
| 5Y | +277.5% | -21.1% | +298.6% | +280.8% |
| 10Y | +159.8% | +180.8% | -21.0% | +76.8% |
| All | +159.8% | +169.5% | -9.8% | +76.8% |
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