-73.5%
TTD vs ECHO
+9.3%
-82.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -4.6% | +5.3% | -9.9% | -4.7% |
| 30D | +3.7% | +2.4% | +1.2% | +3.5% |
| 3M | -30.2% | -21.8% | -8.4% | -29.6% |
| 6M | -51.4% | -16.9% | -34.5% | -51.8% |
| YTD | -63.4% | -16.0% | -47.4% | -63.9% |
| 1Y | -73.5% | +9.3% | -82.8% | -74.8% |
| All | -73.5% | +9.3% | -82.8% | -74.8% |
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 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