-18.3%
TE vs ECHO
+436.9%
-455.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.0% | +6.0% | +9.0% |
| 7D | +18.2% | +8.6% | +9.6% | +16.0% |
| 30D | -13.5% | +3.8% | -17.3% | -14.2% |
| 3M | -44.6% | -19.9% | -24.7% | -41.7% |
| 6M | -24.7% | -12.1% | -12.6% | -23.0% |
| YTD | -24.3% | -14.1% | -10.2% | -22.1% |
| 1Y | +155.6% | +15.9% | +139.7% | +146.4% |
| 3Y | -18.3% | +417.8% | -436.1% | -57.6% |
| All | -18.3% | +436.9% | -455.2% | -57.6% |
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