+394.9%
TTWO vs ECHO
+197.5%
+197.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +0.4% | +3.7% | -3.4% | +0.1% |
| 30D | -11.3% | +0.7% | -12.0% | -11.4% |
| 3M | +1.6% | -27.3% | +28.9% | +3.9% |
| 6M | +2.1% | -17.0% | +19.0% | +3.0% |
| YTD | -15.8% | -14.3% | -1.5% | -15.5% |
| 1Y | -12.6% | +20.9% | -33.5% | -14.7% |
| 3Y | +48.2% | +423.0% | -374.8% | +18.1% |
| 5Y | +40.0% | +265.7% | -225.7% | +15.4% |
| All | +394.9% | +197.5% | +197.4% | +375.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling