+1,831.4%
TSM vs ECHO
+194.2%
+1,637.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +1.8% |
| 7D | +6.0% | +8.6% | -2.5% | +4.9% |
| 30D | +4.5% | +3.8% | +0.8% | +4.0% |
| 3M | +3.1% | -19.9% | +23.0% | +5.8% |
| 6M | +30.2% | -12.1% | +42.3% | +31.6% |
| YTD | +45.2% | -14.1% | +59.3% | +46.6% |
| 1Y | +79.6% | +15.9% | +63.7% | +74.0% |
| 3Y | +411.0% | +417.8% | -6.9% | +255.2% |
| 5Y | +290.7% | +259.3% | +31.4% | +189.7% |
| All | +1,831.4% | +194.2% | +1,637.2% | +1,384.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling