-44.8%
TOST vs ECHO
+301.4%
-346.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.5% |
| 30D | +10.3% | +9.8% | +0.4% | +8.4% |
| 3M | -3.3% | +16.8% | -20.1% | -6.0% |
| 6M | +37.8% | -18.1% | +55.9% | +40.5% |
| YTD | -2.8% | -4.2% | +1.4% | -4.1% |
| 1Y | -9.6% | +41.2% | -50.8% | -16.3% |
| 3Y | +144.6% | +943.7% | -799.0% | +20.5% |
| 5Y | -31.0% | +277.5% | -308.5% | -51.7% |
| All | -44.8% | +301.4% | -346.2% | -62.5% |
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