-44.4%
TOST vs ECHO
+289.9%
-334.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.7% | -0.7% |
| 7D | +4.0% | +3.0% | +1.0% | +3.4% |
| 30D | +11.1% | +6.7% | +4.4% | +9.6% |
| 3M | +0.8% | +12.4% | -11.5% | -1.4% |
| 6M | +38.8% | -20.4% | +59.2% | +42.1% |
| YTD | -2.1% | -6.9% | +4.8% | -3.0% |
| 1Y | -6.0% | +37.7% | -43.7% | -12.7% |
| 3Y | +149.8% | +902.9% | -753.1% | +24.1% |
| 5Y | -42.8% | +275.3% | -318.1% | -60.1% |
| All | -44.4% | +289.9% | -334.3% | -62.1% |
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