+926.7%
ECHO vs TXG
+65.2%
+861.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +5.7% | -1.8% | +7.5% | +6.1% |
| 30D | +13.8% | -20.4% | +34.2% | +18.6% |
| 3M | +9.1% | +0.1% | +9.0% | +7.2% |
| 6M | -24.9% | +176.2% | -201.1% | -41.1% |
| YTD | -8.0% | +256.8% | -264.8% | -32.5% |
| 1Y | +42.9% | +255.9% | -213.0% | +4.3% |
| 3Y | +926.7% | +60.2% | +866.5% | +649.5% |
| All | +926.7% | +65.2% | +861.5% | +649.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling