+103.2%
TOST vs ECHO
+621.2%
-518.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.6% |
| 7D | +9.4% | -2.4% | +11.8% | +9.7% |
| 30D | +13.5% | -3.1% | +16.6% | +13.7% |
| 3M | -0.1% | +8.7% | -8.9% | -1.2% |
| 6M | +22.5% | -24.8% | +47.2% | +25.1% |
| YTD | -2.4% | -13.0% | +10.6% | -2.2% |
| 1Y | -4.7% | +33.9% | -38.6% | -8.7% |
| 3Y | +103.2% | +791.8% | -688.6% | +26.7% |
| All | +103.2% | +621.2% | -518.0% | +26.7% |
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