+125.2%
ECHO vs TXG
+16.0%
+109.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | +2.4% | +32.0% | -29.6% | -2.1% |
| 3M | -28.0% | +87.0% | -115.0% | -34.8% |
| 6M | -21.2% | +180.1% | -201.3% | -33.1% |
| YTD | -17.4% | +284.1% | -301.5% | -33.1% |
| 1Y | +33.6% | +361.7% | -328.1% | +4.2% |
| 3Y | +419.7% | +15.9% | +403.8% | +355.0% |
| 5Y | +241.7% | -66.2% | +307.9% | +216.1% |
| All | +125.2% | +16.0% | +109.2% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling