+2,650.1%
TSLA vs ECHO
+193.4%
+2,456.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -3.4% | +2.3% | -5.7% | -3.8% |
| 30D | +9.2% | +4.4% | +4.8% | +8.4% |
| 3M | -4.7% | -20.3% | +15.6% | -1.5% |
| 6M | -8.9% | -15.3% | +6.4% | -7.2% |
| YTD | -19.2% | -15.5% | -3.7% | -17.9% |
| 1Y | +4.5% | +15.0% | -10.4% | +0.5% |
| 3Y | +46.3% | +409.1% | -362.8% | -7.4% |
| 5Y | +48.1% | +260.6% | -212.5% | +0.8% |
| All | +2,650.1% | +193.4% | +2,456.7% | +2,163.8% |
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