-55.4%
TSLL vs ECHO
+336.1%
-391.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +3.4% | -1.5% | +1.2% |
| 30D | +17.8% | +2.4% | +15.4% | +17.1% |
| 3M | -37.0% | -28.0% | -9.1% | -32.4% |
| 6M | -37.7% | -21.2% | -16.4% | -34.7% |
| YTD | -51.4% | -17.4% | -34.0% | -49.7% |
| 1Y | -23.4% | +33.6% | -57.0% | -28.7% |
| 3Y | -30.8% | +419.7% | -450.5% | -57.5% |
| All | -55.4% | +336.1% | -391.6% | -69.1% |
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