+9.1%
TE vs ECHO
+900.0%
-890.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -3.5% |
| 7D | -19.1% | +5.7% | -24.8% | -20.3% |
| 30D | -34.1% | +13.8% | -48.0% | -36.1% |
| 3M | -60.1% | +9.1% | -69.2% | -60.8% |
| 6M | -66.0% | -24.9% | -41.0% | -63.7% |
| YTD | -71.4% | -8.0% | -63.4% | -71.0% |
| 1Y | -45.3% | +42.9% | -88.2% | -49.2% |
| 3Y | +9.1% | +926.7% | -917.6% | -50.5% |
| All | +9.1% | +900.0% | -890.9% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling