+36.0%
TSM vs ECHO
+34.5%
+1.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -1.5% |
| 7D | -10.0% | +4.6% | -14.5% | -10.9% |
| 30D | -18.5% | +0.4% | -19.0% | -18.8% |
| 3M | -4.9% | +7.7% | -12.5% | -6.6% |
| 6M | -1.0% | -18.0% | +17.1% | +0.6% |
| YTD | +31.3% | -9.3% | +40.5% | +28.2% |
| 1Y | +36.0% | +34.2% | +1.8% | +25.9% |
| All | +36.0% | +34.5% | +1.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling