-45.3%
TE vs ECHO
+45.5%
-90.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -4.1% |
| 7D | -19.1% | +5.7% | -24.8% | -22.1% |
| 30D | -34.1% | +13.8% | -48.0% | -38.7% |
| 3M | -60.1% | +9.1% | -69.2% | -61.8% |
| 6M | -66.0% | -24.9% | -41.0% | -62.4% |
| YTD | -71.4% | -8.0% | -63.4% | -71.5% |
| 1Y | -45.3% | +42.9% | -88.2% | -54.1% |
| All | -45.3% | +45.5% | -90.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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