-19.3%
TLT vs ECHO
+194.2%
-213.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +0.4% | +8.6% | -8.2% | +0.5% |
| 30D | -0.3% | +3.8% | -4.0% | -0.2% |
| 3M | -1.7% | -19.9% | +18.2% | -2.0% |
| 6M | -4.9% | -12.1% | +7.2% | -4.9% |
| YTD | -2.8% | -14.1% | +11.3% | -2.8% |
| 1Y | -4.2% | +15.9% | -20.1% | -3.8% |
| 3Y | -1.1% | +417.8% | -418.9% | +3.1% |
| 5Y | -33.7% | +259.3% | -293.0% | -32.4% |
| All | -19.3% | +194.2% | -213.5% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling