+96.7%
TFC vs ECHO
+842.2%
-745.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | +1.4% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +9.2% | +6.7% | +2.5% | +8.5% |
| 3M | -2.9% | +12.4% | -15.3% | -3.9% |
| 6M | +3.5% | -20.4% | +23.9% | +4.7% |
| YTD | +5.4% | -6.9% | +12.3% | +4.9% |
| 1Y | +17.3% | +37.7% | -20.4% | +13.1% |
| 3Y | +96.7% | +902.9% | -806.2% | +41.5% |
| All | +96.7% | +842.2% | -745.5% | +41.5% |
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