+234.7%
TMUS vs ECHO
+168.8%
+66.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.9% | -2.8% | +3.7% |
| 7D | +5.3% | +3.0% | +2.3% | +5.1% |
| 30D | +13.5% | +6.7% | +6.9% | +12.9% |
| 3M | -4.2% | +12.4% | -16.6% | -5.2% |
| 6M | -11.9% | -20.4% | +8.5% | -11.0% |
| YTD | -15.6% | -6.9% | -8.7% | -16.2% |
| 1Y | -16.8% | +37.7% | -54.5% | -20.2% |
| 3Y | +20.8% | +902.9% | -882.1% | -18.1% |
| 5Y | +48.0% | +275.3% | -227.3% | +19.6% |
| 10Y | +234.7% | +159.0% | +75.7% | +204.9% |
| All | +234.7% | +168.8% | +66.0% | +204.9% |
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