+159.7%
TRV vs ECHO
+262.7%
-103.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.0% |
| 7D | +1.9% | +3.7% | -1.8% | +1.8% |
| 30D | +1.7% | +0.7% | +1.0% | +1.7% |
| 3M | +23.9% | -27.3% | +51.2% | +25.0% |
| 6M | +26.3% | -17.0% | +43.2% | +26.6% |
| YTD | +30.8% | -14.3% | +45.1% | +30.9% |
| 1Y | +36.3% | +20.9% | +15.4% | +34.5% |
| 3Y | +145.0% | +423.0% | -278.0% | +119.3% |
| All | +159.7% | +262.7% | -103.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling