+364.1%
TTD vs ECHO
+184.8%
+179.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -7.4% | +2.3% | -9.7% | -7.8% |
| 30D | +3.0% | +4.4% | -1.4% | +2.2% |
| 3M | -27.6% | -20.3% | -7.3% | -25.3% |
| 6M | -49.5% | -15.3% | -34.1% | -49.0% |
| YTD | -63.2% | -15.5% | -47.7% | -63.0% |
| 1Y | -69.7% | +15.0% | -84.7% | -71.4% |
| 3Y | -83.3% | +409.1% | -492.5% | -90.8% |
| 5Y | -80.8% | +260.6% | -341.4% | -88.2% |
| All | +364.1% | +184.8% | +179.3% | +197.6% |
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 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