+446.5%
TGT vs ECHO
+216.6%
+229.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +12.2% | +2.4% | +9.8% | +11.8% |
| 3M | +33.8% | -28.0% | +61.7% | +39.2% |
| 6M | +39.3% | -21.2% | +60.5% | +42.1% |
| YTD | +72.9% | -17.4% | +90.2% | +74.4% |
| 1Y | +84.6% | +33.6% | +51.0% | +72.2% |
| 3Y | +46.2% | +419.7% | -373.5% | -6.6% |
| 5Y | -21.3% | +241.7% | -263.1% | -46.0% |
| 10Y | +213.5% | +180.8% | +32.8% | +113.1% |
| All | +446.5% | +216.6% | +229.9% | +201.7% |
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