+46.1%
ECHO vs TYL
-9.5%
+55.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +3.0% |
| 7D | +2.2% | +4.3% | -2.1% | +2.4% |
| 30D | +9.8% | +28.0% | -18.1% | +10.8% |
| 3M | +16.8% | +32.3% | -15.5% | +17.8% |
| 6M | -18.1% | +29.9% | -48.0% | -17.0% |
| YTD | -4.2% | -7.1% | +2.9% | +11.2% |
| All | +46.1% | -9.5% | +55.6% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling