+241.6%
ECHO vs TYL
-25.2%
+266.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | +3.4% | -3.7% | +7.1% | +4.2% |
| 30D | +2.4% | +18.7% | -16.4% | -1.6% |
| 3M | -28.0% | +18.1% | -46.1% | -31.1% |
| 6M | -21.2% | -1.1% | -20.1% | -21.6% |
| YTD | -17.4% | -19.8% | +2.4% | -12.8% |
| 1Y | +33.6% | -34.3% | +67.9% | +49.2% |
| 3Y | +419.7% | -8.2% | +427.9% | +422.0% |
| All | +241.6% | -25.2% | +266.8% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling