+151.1%
TOST vs ECHO
+900.0%
-748.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | 0.0% | +5.7% | -5.7% | -0.5% |
| 30D | +16.2% | +13.8% | +2.4% | +14.5% |
| 3M | -1.5% | +9.1% | -10.6% | -2.6% |
| 6M | +55.3% | -24.9% | +80.2% | +58.7% |
| YTD | -2.3% | -8.0% | +5.7% | -2.7% |
| 1Y | -5.5% | +42.9% | -48.4% | -10.0% |
| 3Y | +151.1% | +926.7% | -775.6% | +63.9% |
| All | +151.1% | +900.0% | -748.9% | +63.9% |
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 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