+396.0%
TTD vs ECHO
+213.7%
+182.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.9% | +8.5% | +14.3% |
| 7D | +19.0% | +3.0% | +16.0% | +18.4% |
| 30D | +23.6% | +6.7% | +16.9% | +22.0% |
| 3M | +8.2% | +12.4% | -4.2% | +5.7% |
| 6M | -35.3% | -20.4% | -14.9% | -33.7% |
| YTD | -60.7% | -6.9% | -53.8% | -61.2% |
| 1Y | -65.3% | +37.7% | -103.0% | -68.3% |
| 3Y | -80.6% | +902.9% | -983.4% | -91.3% |
| 5Y | -84.6% | +275.3% | -360.0% | -90.5% |
| 10Y | +550.5% | +159.0% | +391.5% | +357.5% |
| All | +396.0% | +213.7% | +182.3% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling