+42.0%
TMUS vs ECHO
+242.1%
-200.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +5.3% | +2.4% | +2.9% | +5.2% |
| 3M | +3.1% | -28.0% | +31.1% | +3.7% |
| 6M | -16.5% | -21.2% | +4.8% | -16.3% |
| YTD | -9.2% | -17.4% | +8.2% | -9.2% |
| 1Y | -26.5% | +33.6% | -60.1% | -27.8% |
| 3Y | +39.0% | +419.7% | -380.7% | +24.0% |
| All | +42.0% | +242.1% | -200.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling