+54.0%
TLT vs ECHO
+216.6%
-162.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +3.4% | -3.8% | -0.3% |
| 30D | -0.6% | +2.4% | -2.9% | -0.5% |
| 3M | -2.7% | -28.0% | +25.2% | -3.9% |
| 6M | -5.6% | -21.2% | +15.6% | -6.3% |
| YTD | -2.8% | -17.4% | +14.6% | -3.1% |
| 1Y | -1.4% | +33.6% | -35.0% | +0.5% |
| 3Y | -1.6% | +419.7% | -421.3% | +11.8% |
| 5Y | -33.8% | +241.7% | -275.5% | -27.2% |
| 10Y | -21.1% | +180.8% | -201.9% | -12.2% |
| All | +54.0% | +216.6% | -162.6% | +87.6% |
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