-72.0%
TTD vs ECHO
+34.5%
-106.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.1% | +2.8% |
| 7D | +3.7% | +4.6% | -0.9% | +3.8% |
| 30D | +10.4% | +0.4% | +10.0% | +10.5% |
| 3M | -31.6% | +7.7% | -39.3% | -31.4% |
| 6M | -45.1% | -18.0% | -27.1% | -45.1% |
| YTD | -65.1% | -9.3% | -55.9% | -65.1% |
| 1Y | -72.0% | +34.2% | -106.2% | -73.4% |
| All | -72.0% | +34.5% | -106.5% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling