+430.9%
TTD vs ECHO
+216.9%
+214.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +3.9% |
| 7D | +20.8% | +3.6% | +17.2% | +20.1% |
| 30D | +33.8% | +7.5% | +26.4% | +32.0% |
| 3M | +17.8% | +16.2% | +1.7% | +14.5% |
| 6M | -25.7% | -20.9% | -4.9% | -23.8% |
| YTD | -57.9% | -6.0% | -51.9% | -58.6% |
| 1Y | -63.8% | +43.4% | -107.2% | -67.2% |
| 3Y | -75.0% | +924.0% | -999.1% | -88.9% |
| 5Y | -82.5% | +249.6% | -332.2% | -88.8% |
| 10Y | +527.9% | +151.3% | +376.6% | +352.1% |
| All | +430.9% | +216.9% | +214.0% | +233.3% |
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