-3.8%
TSLL vs ECHO
+651.7%
-655.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.1% | -5.6% |
| 7D | -9.4% | +4.6% | -14.0% | -10.4% |
| 30D | +1.6% | +0.4% | +1.1% | +1.5% |
| 3M | +29.4% | +7.7% | +21.7% | +27.3% |
| 6M | -20.1% | -18.0% | -2.1% | -16.8% |
| YTD | -44.5% | -9.3% | -35.2% | -43.7% |
| 1Y | -46.0% | +34.2% | -80.2% | -49.5% |
| All | -3.8% | +651.7% | -655.5% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling