+1,048.5%
TMO vs ECHO
+222.0%
+826.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.8% |
| 7D | -0.5% | +5.3% | -5.8% | -1.2% |
| 30D | +1.0% | +2.4% | -1.4% | +0.6% |
| 3M | +22.7% | -21.8% | +44.5% | +26.3% |
| 6M | +19.0% | -16.9% | +35.9% | +20.8% |
| YTD | +4.7% | -16.0% | +20.7% | +5.8% |
| 1Y | +26.0% | +9.3% | +16.7% | +22.0% |
| 3Y | +18.0% | +406.2% | -388.2% | -24.4% |
| 5Y | +8.0% | +251.0% | -243.0% | -26.6% |
| 10Y | +333.8% | +191.3% | +142.5% | +185.7% |
| All | +1,048.5% | +222.0% | +826.5% | +480.7% |
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