+1,094.0%
TRV vs ECHO
+252.6%
+841.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +2.0% | +5.7% | -3.7% | +1.2% |
| 30D | +6.7% | +13.8% | -7.1% | +4.6% |
| 3M | +9.4% | +9.1% | +0.3% | +7.6% |
| 6M | +37.7% | -24.9% | +62.7% | +41.5% |
| YTD | +40.6% | -8.0% | +48.6% | +38.9% |
| 1Y | +42.4% | +42.9% | -0.5% | +31.6% |
| 3Y | +148.1% | +926.7% | -778.6% | +34.4% |
| 5Y | +181.7% | +230.4% | -48.7% | +95.7% |
| 10Y | +352.6% | +145.9% | +206.7% | +224.8% |
| All | +1,094.0% | +252.6% | +841.4% | +537.4% |
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