+979.0%
TRV vs ECHO
+229.4%
+749.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.5% |
| 7D | +0.5% | +8.6% | -8.1% | -0.6% |
| 30D | -4.9% | +3.8% | -8.6% | -5.4% |
| 3M | +23.7% | -19.9% | +43.6% | +26.8% |
| 6M | +20.3% | -12.1% | +32.4% | +20.8% |
| YTD | +27.1% | -14.1% | +41.1% | +27.2% |
| 1Y | +35.3% | +15.9% | +19.5% | +29.1% |
| 3Y | +139.8% | +417.8% | -278.0% | +50.8% |
| 5Y | +153.9% | +259.3% | -105.5% | +70.2% |
| 10Y | +285.9% | +192.7% | +93.1% | +161.6% |
| All | +979.0% | +229.4% | +749.7% | +483.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling