-72.2%
TTD vs ECHO
+40.1%
-112.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | +3.4% | +2.9% | +6.2% |
| 30D | -23.9% | +2.4% | -26.3% | -24.0% |
| 3M | -31.4% | -28.0% | -3.4% | -30.5% |
| 6M | -42.7% | -21.2% | -21.4% | -42.8% |
| YTD | -62.0% | -17.4% | -44.6% | -62.2% |
| 1Y | -72.2% | +33.6% | -105.8% | -74.6% |
| All | -72.2% | +40.1% | -112.3% | -74.6% |
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