+1,598.5%
TSM vs ECHO
+163.9%
+1,434.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | -2.1% | +2.2% | -4.2% | -2.3% |
| 30D | -12.5% | +9.8% | -22.4% | -13.6% |
| 3M | -5.0% | +16.8% | -21.8% | -7.0% |
| 6M | -3.2% | -18.1% | +14.9% | -1.2% |
| YTD | +31.5% | -4.2% | +35.7% | +30.8% |
| 1Y | +35.7% | +41.2% | -5.5% | +28.1% |
| 3Y | +323.5% | +943.7% | -620.2% | +157.0% |
| 5Y | +263.4% | +277.5% | -14.2% | +170.8% |
| 10Y | +1,598.5% | +159.8% | +1,438.7% | +1,309.5% |
| All | +1,598.5% | +163.9% | +1,434.6% | +1,309.5% |
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