+34.2%
ECHO vs TXT
+9.2%
+25.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +4.6% | +10.6% | -6.1% | +0.8% |
| 30D | +0.4% | +14.4% | -14.0% | -4.4% |
| 3M | +7.7% | -2.7% | +10.4% | +8.9% |
| 6M | -18.0% | -4.7% | -13.4% | -16.6% |
| YTD | -9.3% | -0.5% | -8.7% | -10.9% |
| 1Y | +34.2% | +8.7% | +25.5% | +18.7% |
| All | +34.2% | +9.2% | +25.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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