+236.4%
TSM vs ECHO
+260.3%
-23.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.8% |
| 7D | -7.6% | -2.4% | -5.2% | -7.2% |
| 30D | -20.5% | -3.1% | -17.3% | -20.2% |
| 3M | -10.0% | +8.7% | -18.7% | -10.7% |
| 6M | -10.1% | -24.8% | +14.7% | -7.9% |
| YTD | +24.5% | -13.0% | +37.5% | +25.3% |
| 1Y | +31.2% | +33.9% | -2.8% | +26.9% |
| 3Y | +322.0% | +791.8% | -469.8% | +211.9% |
| All | +236.4% | +260.3% | -23.9% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling