+3,125.8%
TSLA vs ECHO
+144.4%
+2,981.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +8.9% | +5.7% | +3.2% | +7.9% |
| 30D | +6.3% | +13.8% | -7.5% | +4.0% |
| 3M | +14.8% | +9.1% | +5.7% | +13.1% |
| 6M | -12.4% | -24.9% | +12.6% | -8.7% |
| YTD | -13.2% | -8.0% | -5.2% | -13.2% |
| 1Y | -2.9% | +42.9% | -45.8% | -9.9% |
| 3Y | +74.4% | +926.7% | -852.3% | -6.4% |
| 5Y | +13.3% | +230.4% | -217.1% | -20.0% |
| All | +3,125.8% | +144.4% | +2,981.5% | +2,389.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling