+35,000.4%
TQQQ vs ECHO
+515.2%
+34,485.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.0% |
| 7D | +4.4% | +8.6% | -4.2% | +0.6% |
| 30D | -3.1% | +3.8% | -6.9% | -4.7% |
| 3M | -5.2% | -19.9% | +14.7% | +4.1% |
| 6M | +52.4% | -12.1% | +64.5% | +58.9% |
| YTD | +37.4% | -14.1% | +51.5% | +42.6% |
| 1Y | +56.0% | +15.9% | +40.1% | +40.2% |
| 3Y | +268.7% | +417.8% | -149.2% | -13.3% |
| 5Y | +101.2% | +259.3% | -158.1% | -39.4% |
| 10Y | +2,840.4% | +192.7% | +2,647.7% | +887.5% |
| All | +35,000.4% | +515.2% | +34,485.2% | +4,889.3% |
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