-35.1%
TLT vs ECHO
+238.8%
-273.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.4% |
| 7D | -2.7% | +9.1% | -11.8% | -2.8% |
| 30D | +2.2% | +7.2% | -5.0% | +2.1% |
| 3M | -1.7% | +6.1% | -7.8% | -1.8% |
| 6M | -4.0% | -24.2% | +20.2% | -3.8% |
| YTD | -4.9% | -9.7% | +4.8% | -5.0% |
| 1Y | -7.4% | +40.9% | -48.3% | -7.8% |
| 3Y | +3.0% | +883.3% | -880.2% | -1.8% |
| 5Y | -35.1% | +224.2% | -259.3% | -42.1% |
| All | -35.1% | +238.8% | -273.9% | -42.1% |
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