-52.1%
TSLL vs ECHO
+391.5%
-443.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.9% | +4.0% | +9.2% |
| 7D | -14.3% | +3.0% | -17.3% | -14.4% |
| 30D | -6.2% | +6.7% | -12.8% | -7.0% |
| 3M | +21.2% | +12.4% | +8.8% | +18.8% |
| 6M | -36.6% | -20.4% | -16.2% | -33.2% |
| YTD | -47.8% | -6.9% | -40.9% | -47.0% |
| 1Y | -45.2% | +37.7% | -82.9% | -48.8% |
| 3Y | -3.3% | +902.9% | -906.1% | -47.0% |
| All | -52.1% | +391.5% | -443.6% | -67.4% |
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