+18.3%
TMO vs ECHO
+408.9%
-390.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.5% | +2.3% | -4.8% | -2.5% |
| 30D | -0.3% | +4.4% | -4.7% | -0.4% |
| 3M | +25.3% | -20.3% | +45.6% | +26.1% |
| 6M | +20.9% | -15.3% | +36.2% | +21.3% |
| YTD | +4.3% | -15.5% | +19.8% | +4.7% |
| 1Y | +27.0% | +15.0% | +12.1% | +26.4% |
| All | +18.3% | +408.9% | -390.6% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling