-23.6%
TMUS vs ECHO
+14.6%
-38.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.6% |
| 7D | -0.3% | +8.6% | -8.8% | +0.7% |
| 30D | +3.1% | +3.8% | -0.6% | +3.6% |
| 3M | +2.4% | -19.9% | +22.3% | +0.6% |
| 6M | -17.1% | -12.1% | -5.0% | -17.2% |
| YTD | -9.1% | -14.1% | +5.0% | -9.2% |
| 1Y | -23.6% | +15.9% | -39.5% | -22.5% |
| All | -23.6% | +14.6% | -38.2% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling