+23,745.5%
TSLA vs ECHO
+566.3%
+23,179.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.2% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | -0.8% | +9.8% | -10.6% | -2.7% |
| 3M | +14.8% | +16.8% | -2.1% | +11.0% |
| 6M | -11.3% | -18.1% | +6.7% | -8.3% |
| YTD | -15.6% | -4.2% | -11.4% | -16.3% |
| 1Y | -14.7% | +41.2% | -55.9% | -22.3% |
| 3Y | +76.9% | +943.7% | -866.8% | -20.6% |
| 5Y | +6.7% | +277.5% | -270.8% | -36.2% |
| 10Y | +2,973.5% | +159.8% | +2,813.7% | +1,864.9% |
| All | +23,745.5% | +566.3% | +23,179.2% | +8,351.8% |
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 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