-45.4%
TOST vs ECHO
+293.8%
-339.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -3.6% | +3.6% | -7.2% | -4.2% |
| 30D | +8.9% | +7.5% | +1.4% | +7.4% |
| 3M | -2.2% | +16.2% | -18.4% | -4.9% |
| 6M | +41.0% | -20.9% | +61.8% | +44.4% |
| YTD | -4.0% | -6.0% | +2.0% | -5.0% |
| 1Y | -9.6% | +43.4% | -53.0% | -16.6% |
| 3Y | +141.7% | +924.0% | -782.4% | +19.4% |
| 5Y | -29.5% | +249.6% | -279.1% | -50.1% |
| All | -45.4% | +293.8% | -339.3% | -62.9% |
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