+15.6%
TFC vs ECHO
+255.2%
-239.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.2% | -2.6% |
| 7D | +2.2% | +8.6% | -6.3% | +1.3% |
| 30D | -2.5% | +3.8% | -6.2% | -2.9% |
| 3M | +4.5% | -19.9% | +24.4% | +6.7% |
| 6M | +11.0% | -12.1% | +23.0% | +11.5% |
| YTD | +5.9% | -14.1% | +20.0% | +6.2% |
| 1Y | +14.6% | +15.9% | -1.3% | +10.6% |
| 3Y | +96.7% | +417.8% | -321.1% | +38.5% |
| 5Y | +15.6% | +259.3% | -243.7% | -11.9% |
| All | +15.6% | +255.2% | -239.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling