-83.3%
TTD vs ECHO
+436.9%
-520.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.9% | -3.1% |
| 7D | +1.7% | +8.6% | -6.8% | +1.1% |
| 30D | +1.6% | +3.8% | -2.2% | +1.3% |
| 3M | -27.8% | -19.9% | -7.9% | -26.9% |
| 6M | -52.1% | -12.1% | -40.1% | -52.0% |
| YTD | -63.1% | -14.1% | -49.0% | -63.0% |
| 1Y | -73.1% | +15.9% | -88.9% | -73.7% |
| 3Y | -83.3% | +417.8% | -501.1% | -87.6% |
| All | -83.3% | +436.9% | -520.2% | -87.6% |
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 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