+558.1%
TTD vs ECHO
+163.9%
+394.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.8% |
| 7D | +19.9% | +2.2% | +17.7% | +19.5% |
| 30D | +27.6% | +9.8% | +17.8% | +25.5% |
| 3M | +15.2% | +16.8% | -1.7% | +11.8% |
| 6M | -33.2% | -18.1% | -15.1% | -31.8% |
| YTD | -59.4% | -4.2% | -55.2% | -60.1% |
| 1Y | -64.4% | +41.2% | -105.6% | -67.6% |
| 3Y | -75.9% | +943.7% | -1,019.6% | -89.3% |
| 5Y | -82.6% | +277.5% | -360.1% | -89.1% |
| 10Y | +558.1% | +159.8% | +398.4% | +381.8% |
| All | +558.1% | +163.9% | +394.3% | +381.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling