+34.2%
ECHO vs TXG
+406.9%
-372.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -3.8% |
| 7D | +4.6% | -19.3% | +23.8% | +7.8% |
| 30D | +0.4% | -30.9% | +31.3% | +5.2% |
| 3M | +7.7% | +41.1% | -33.4% | -0.3% |
| 6M | -18.0% | +211.9% | -229.9% | -33.3% |
| YTD | -9.3% | +314.0% | -323.3% | -27.5% |
| 1Y | +34.2% | +405.4% | -371.2% | +1.5% |
| All | +34.2% | +406.9% | -372.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling