-56.8%
TSLL vs ECHO
+359.5%
-416.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.1% | -11.1% | -14.2% |
| 7D | -21.2% | -2.4% | -18.8% | -20.7% |
| 30D | -13.3% | -3.1% | -10.2% | -12.5% |
| 3M | +15.4% | +8.7% | +6.7% | +13.6% |
| 6M | -34.2% | -24.8% | -9.5% | -30.1% |
| YTD | -52.9% | -13.0% | -40.0% | -51.7% |
| 1Y | -54.3% | +33.9% | -88.3% | -57.2% |
| 3Y | -18.4% | +791.8% | -810.2% | -54.3% |
| All | -56.8% | +359.5% | -416.4% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling