+989.9%
TRV vs ECHO
+216.6%
+773.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +3.4% | -3.6% | -0.6% |
| 30D | -3.4% | +2.4% | -5.8% | -3.8% |
| 3M | +26.4% | -28.0% | +54.4% | +31.3% |
| 6M | +19.3% | -21.2% | +40.5% | +21.6% |
| YTD | +28.3% | -17.4% | +45.7% | +29.2% |
| 1Y | +34.3% | +33.6% | +0.7% | +25.0% |
| 3Y | +140.1% | +419.7% | -279.5% | +49.9% |
| 5Y | +155.7% | +241.7% | -86.0% | +72.9% |
| 10Y | +285.5% | +180.8% | +104.8% | +163.0% |
| All | +989.9% | +216.6% | +773.3% | +492.9% |
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