+322.0%
TSM vs ECHO
+621.2%
-299.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.8% |
| 7D | -7.6% | -2.4% | -5.2% | -7.3% |
| 30D | -20.5% | -3.1% | -17.3% | -20.2% |
| 3M | -10.0% | +8.7% | -18.7% | -10.6% |
| 6M | -10.1% | -24.8% | +14.7% | -8.3% |
| YTD | +24.5% | -13.0% | +37.5% | +25.2% |
| 1Y | +31.2% | +33.9% | -2.8% | +28.0% |
| 3Y | +322.0% | +791.8% | -469.8% | +251.2% |
| All | +322.0% | +621.2% | -299.2% | +251.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling