+45.4%
TQQQ vs ECHO
-15.6%
+61.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.3% |
| 7D | +2.8% | +5.3% | -2.5% | 0.0% |
| 30D | -3.0% | +2.4% | -5.5% | -4.3% |
| 3M | -2.7% | -21.8% | +19.1% | +5.7% |
| 6M | +45.4% | -16.9% | +62.4% | +48.5% |
| All | +45.4% | -15.6% | +61.0% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling