+262.5%
ECHO vs TYL
-21.3%
+283.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -2.4% | +6.7% | -9.1% | -3.6% |
| 30D | -3.1% | +26.5% | -29.7% | -7.9% |
| 3M | +8.7% | +37.3% | -28.6% | +1.0% |
| 6M | -24.8% | +31.2% | -55.9% | -29.9% |
| YTD | -13.0% | -7.4% | -5.6% | -11.0% |
| 1Y | +33.9% | -9.6% | +43.5% | +37.7% |
| 3Y | +791.8% | +1.9% | +789.9% | +775.5% |
| All | +262.5% | -21.3% | +283.8% | +258.3% |
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 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