-25.6%
TGT vs ECHO
+253.4%
-279.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -5.0% | +2.3% | -7.3% | -5.2% |
| 30D | +3.0% | +4.4% | -1.4% | +2.7% |
| 3M | +22.6% | -20.3% | +42.9% | +24.2% |
| 6M | +31.2% | -15.3% | +46.5% | +31.9% |
| YTD | +63.7% | -15.5% | +79.2% | +64.1% |
| 1Y | +78.5% | +15.0% | +63.5% | +74.6% |
| 3Y | +40.5% | +409.1% | -368.6% | +12.2% |
| 5Y | -25.6% | +260.6% | -286.2% | -38.4% |
| All | -25.6% | +253.4% | -279.0% | -38.4% |
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