-43.4%
TOST vs ECHO
+280.0%
-323.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.7% | +6.0% |
| 7D | +10.7% | +4.6% | +6.2% | +10.0% |
| 30D | +17.7% | +0.4% | +17.3% | +17.4% |
| 3M | +4.6% | +7.7% | -3.0% | +3.0% |
| 6M | +20.3% | -18.0% | +38.3% | +22.5% |
| YTD | -0.4% | -9.3% | +8.9% | -0.9% |
| 1Y | -0.8% | +34.2% | -35.0% | -7.4% |
| 3Y | +102.2% | +538.7% | -436.5% | +15.0% |
| 5Y | -41.3% | +279.9% | -321.2% | -59.9% |
| All | -43.4% | +280.0% | -323.5% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling