-10.4%
TSCO vs ECHO
+262.7%
-273.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -5.7% | +3.7% | -9.4% | -5.8% |
| 30D | -8.8% | +0.7% | -9.5% | -8.8% |
| 3M | +6.3% | -27.3% | +33.6% | +7.9% |
| 6M | -32.3% | -17.0% | -15.3% | -31.8% |
| YTD | -32.7% | -14.3% | -18.4% | -32.3% |
| 1Y | -43.7% | +20.9% | -64.6% | -44.3% |
| 3Y | -19.7% | +423.0% | -442.6% | -29.8% |
| All | -10.4% | +262.7% | -273.1% | -21.2% |
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