-16.3%
TMUS vs ECHO
+36.9%
-53.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.9% | -2.8% | +5.1% |
| 7D | +5.3% | +3.0% | +2.3% | +5.8% |
| 30D | +13.5% | +6.7% | +6.9% | +15.2% |
| 3M | -4.2% | +12.4% | -16.6% | -2.1% |
| 6M | -11.9% | -20.4% | +8.5% | -12.9% |
| YTD | -15.6% | -6.9% | -8.7% | -13.3% |
| All | -16.3% | +36.9% | -53.2% | -8.7% |
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 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