+290.7%
TSM vs ECHO
+255.2%
+35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +2.0% |
| 7D | +6.0% | +8.6% | -2.5% | +5.2% |
| 30D | +4.5% | +3.8% | +0.8% | +4.1% |
| 3M | +3.1% | -19.9% | +23.0% | +5.0% |
| 6M | +30.2% | -12.1% | +42.3% | +31.2% |
| YTD | +45.2% | -14.1% | +59.3% | +46.3% |
| 1Y | +79.6% | +15.9% | +63.7% | +75.9% |
| 3Y | +411.0% | +417.8% | -6.9% | +310.3% |
| 5Y | +290.7% | +259.3% | +31.4% | +227.1% |
| All | +290.7% | +255.2% | +35.5% | +227.1% |
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