+146.9%
TOST vs ECHO
+922.0%
-775.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -3.6% | +3.6% | -7.2% | -4.0% |
| 30D | +8.9% | +7.5% | +1.4% | +7.9% |
| 3M | -2.2% | +16.2% | -18.4% | -3.9% |
| 6M | +41.0% | -20.9% | +61.8% | +43.3% |
| YTD | -4.0% | -6.0% | +2.0% | -4.5% |
| 1Y | -9.6% | +43.4% | -53.0% | -13.9% |
| All | +146.9% | +922.0% | -775.1% | +60.9% |
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