-18.4%
TSCO vs ECHO
+408.9%
-427.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -3.1% | +2.3% | -5.4% | -3.2% |
| 30D | -4.4% | +4.4% | -8.8% | -4.5% |
| 3M | +9.7% | -20.3% | +30.0% | +10.5% |
| 6M | -32.4% | -15.3% | -17.1% | -32.0% |
| YTD | -31.7% | -15.5% | -16.2% | -31.3% |
| 1Y | -41.3% | +15.0% | -56.2% | -41.5% |
| All | -18.4% | +408.9% | -427.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling