+2,378.6%
TSCO vs ECHO
+222.0%
+2,156.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.4% | -3.3% |
| 7D | -2.5% | +5.3% | -7.8% | -3.2% |
| 30D | -1.1% | +2.4% | -3.5% | -1.5% |
| 3M | +14.3% | -21.8% | +36.1% | +17.6% |
| 6M | -31.9% | -16.9% | -15.0% | -30.7% |
| YTD | -30.7% | -16.0% | -14.7% | -29.9% |
| 1Y | -41.1% | +9.3% | -50.3% | -42.8% |
| 3Y | -17.1% | +406.2% | -423.4% | -46.2% |
| 5Y | -7.5% | +251.0% | -258.5% | -36.5% |
| 10Y | +192.6% | +191.3% | +1.3% | +97.9% |
| All | +2,378.6% | +222.0% | +2,156.7% | +1,264.3% |
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