+415.7%
ECHO vs TXG
+39.1%
+376.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.9% |
| 7D | +2.3% | +5.0% | -2.7% | +1.2% |
| 30D | +4.4% | +13.5% | -9.1% | +1.3% |
| 3M | -20.3% | +128.0% | -148.3% | -34.4% |
| 6M | -15.3% | +224.4% | -239.8% | -36.3% |
| YTD | -15.5% | +307.0% | -322.5% | -40.1% |
| 1Y | +15.0% | +427.2% | -412.3% | -24.9% |
| All | +415.7% | +39.1% | +376.6% | +376.4% |
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