+1,081.1%
TTWO vs ECHO
+229.4%
+851.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.3% |
| 7D | -1.6% | +8.6% | -10.1% | -2.9% |
| 30D | -13.5% | +3.8% | -17.2% | -14.1% |
| 3M | +0.3% | -19.9% | +20.2% | +3.4% |
| 6M | +0.8% | -12.1% | +12.9% | +1.6% |
| YTD | -16.7% | -14.1% | -2.6% | -16.1% |
| 1Y | -14.3% | +15.9% | -30.1% | -18.3% |
| 3Y | +49.4% | +417.8% | -368.5% | -9.3% |
| 5Y | +33.8% | +259.3% | -225.5% | -13.6% |
| 10Y | +392.8% | +192.7% | +200.1% | +210.4% |
| All | +1,081.1% | +229.4% | +851.7% | +470.0% |
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