+6,906.3%
TSM vs ECHO
+233.6%
+6,672.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.3% |
| 7D | -7.6% | -2.4% | -5.2% | -7.0% |
| 30D | -20.5% | -3.1% | -17.3% | -20.0% |
| 3M | -10.0% | +8.7% | -18.7% | -11.4% |
| 6M | -10.1% | -24.8% | +14.7% | -5.8% |
| YTD | +24.5% | -13.0% | +37.5% | +25.8% |
| 1Y | +31.2% | +33.9% | -2.8% | +22.0% |
| 3Y | +322.0% | +791.8% | -469.8% | +115.4% |
| 5Y | +245.3% | +261.7% | -16.4% | +116.5% |
| 10Y | +1,465.8% | +157.3% | +1,308.5% | +927.3% |
| All | +6,906.3% | +233.6% | +6,672.7% | +3,243.0% |
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