-6.4%
TSLL vs ECHO
+900.0%
-906.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.2% |
| 7D | +17.8% | +5.7% | +12.2% | +16.2% |
| 30D | +8.2% | +13.8% | -5.6% | +5.5% |
| 3M | +20.9% | +9.1% | +11.8% | +19.2% |
| 6M | -37.5% | -24.9% | -12.6% | -33.4% |
| YTD | -44.5% | -8.0% | -36.5% | -43.6% |
| 1Y | -33.0% | +42.9% | -75.9% | -37.8% |
| 3Y | -6.4% | +926.7% | -933.1% | -47.4% |
| All | -6.4% | +900.0% | -906.4% | -47.4% |
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 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