+242.0%
TQQQ vs ECHO
+408.9%
-166.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -3.9% | +2.3% | -6.2% | -4.3% |
| 30D | -5.3% | +4.4% | -9.7% | -6.0% |
| 3M | +0.1% | -20.3% | +20.4% | +3.8% |
| 6M | +40.7% | -15.3% | +56.0% | +44.2% |
| YTD | +31.8% | -15.5% | +47.3% | +34.7% |
| 1Y | +48.2% | +15.0% | +33.3% | +44.6% |
| All | +242.0% | +408.9% | -166.9% | +148.1% |
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