+309.1%
TMUS vs ECHO
+193.6%
+115.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.2% |
| 7D | -0.3% | +8.6% | -8.8% | -0.8% |
| 30D | +3.1% | +3.8% | -0.6% | +2.9% |
| 3M | +2.4% | -19.9% | +22.3% | +3.7% |
| 6M | -17.1% | -12.1% | -5.0% | -17.0% |
| YTD | -9.1% | -14.1% | +5.0% | -9.1% |
| 1Y | -23.6% | +15.9% | -39.5% | -25.7% |
| 3Y | +38.8% | +417.8% | -379.0% | +4.9% |
| 5Y | +43.0% | +259.3% | -216.4% | +14.7% |
| 10Y | +309.1% | +192.7% | +116.4% | +248.4% |
| All | +309.1% | +193.6% | +115.5% | +248.4% |
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