+7,882.7%
TSM vs ECHO
+216.6%
+7,666.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +2.7% | +3.4% | -0.7% | +2.1% |
| 30D | +3.6% | +2.4% | +1.2% | +3.1% |
| 3M | -3.4% | -28.0% | +24.6% | +2.3% |
| 6M | +20.6% | -21.2% | +41.9% | +24.8% |
| YTD | +41.9% | -17.4% | +59.3% | +44.8% |
| 1Y | +84.4% | +33.6% | +50.8% | +70.7% |
| 3Y | +380.2% | +419.7% | -39.5% | +177.4% |
| 5Y | +275.3% | +241.7% | +33.6% | +137.2% |
| 10Y | +1,751.4% | +180.8% | +1,570.6% | +1,066.4% |
| All | +7,882.7% | +216.6% | +7,666.1% | +3,745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling