+14.4%
TFC vs ECHO
+40.1%
-25.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +3.4% | -1.0% | +2.3% |
| 30D | -1.3% | +2.4% | -3.7% | -1.4% |
| 3M | +6.1% | -28.0% | +34.0% | +7.3% |
| 6M | +7.3% | -21.2% | +28.6% | +7.7% |
| YTD | +8.2% | -17.4% | +25.6% | +7.5% |
| 1Y | +14.4% | +33.6% | -19.2% | +11.5% |
| All | +14.4% | +40.1% | -25.7% | +11.5% |
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 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