+97.2%
TFC vs ECHO
+187.5%
-90.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | -1.3% | +5.3% | -6.6% | -2.3% |
| 30D | -2.3% | +2.4% | -4.8% | -2.9% |
| 3M | +2.5% | -21.8% | +24.3% | +6.6% |
| 6M | +9.5% | -16.9% | +26.4% | +11.5% |
| YTD | +5.1% | -16.0% | +21.0% | +5.9% |
| 1Y | +15.5% | +9.3% | +6.2% | +9.7% |
| 3Y | +95.2% | +406.2% | -311.0% | +0.7% |
| 5Y | +14.5% | +251.0% | -236.5% | -33.3% |
| 10Y | +97.2% | +191.3% | -94.1% | +25.0% |
| All | +97.2% | +187.5% | -90.4% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling