-80.6%
TTD vs ECHO
+842.2%
-922.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.9% | +8.5% | +15.0% |
| 7D | +19.0% | +3.0% | +16.0% | +18.7% |
| 30D | +23.6% | +6.7% | +16.9% | +23.0% |
| 3M | +8.2% | +12.4% | -4.2% | +7.2% |
| 6M | -35.3% | -20.4% | -14.9% | -34.6% |
| YTD | -60.7% | -6.9% | -53.8% | -60.9% |
| 1Y | -65.3% | +37.7% | -103.0% | -66.5% |
| 3Y | -80.6% | +902.9% | -983.4% | -87.1% |
| All | -80.6% | +842.2% | -922.7% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling