+244.9%
TFC vs ECHO
+246.0%
-1.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | +0.3% |
| 7D | +0.1% | +9.1% | -9.0% | -2.2% |
| 30D | +8.6% | +7.2% | +1.5% | +6.2% |
| 3M | -4.3% | +6.1% | -10.4% | -6.5% |
| 6M | +5.4% | -24.2% | +29.6% | +10.6% |
| YTD | +4.5% | -9.7% | +14.2% | +2.9% |
| 1Y | +14.0% | +40.9% | -26.9% | -0.8% |
| 3Y | +93.4% | +883.3% | -789.9% | -34.1% |
| 5Y | +0.5% | +224.2% | -223.7% | -48.4% |
| 10Y | +77.7% | +141.3% | -63.6% | -0.7% |
| All | +244.9% | +246.0% | -1.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling