+15.6%
TMUS vs ECHO
+621.2%
-605.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.9% |
| 7D | +3.6% | -2.4% | +6.0% | +3.5% |
| 30D | -3.4% | -3.1% | -0.2% | -3.3% |
| 3M | -9.5% | +8.7% | -18.2% | -9.4% |
| 6M | -15.2% | -24.8% | +9.6% | -15.2% |
| YTD | -18.9% | -13.0% | -6.0% | -19.0% |
| 1Y | -17.7% | +33.9% | -51.6% | -18.1% |
| 3Y | +15.6% | +791.8% | -776.2% | +10.8% |
| All | +15.6% | +621.2% | -605.5% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling