+191.3%
ECHO vs TXT
+100.3%
+91.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.5% |
| 7D | +5.3% | +0.8% | +4.5% | +4.9% |
| 30D | +2.4% | -10.4% | +12.9% | +7.8% |
| 3M | -21.8% | -14.3% | -7.4% | -16.2% |
| 6M | -16.9% | -15.1% | -1.8% | -10.9% |
| YTD | -16.0% | -8.3% | -7.7% | -13.5% |
| 1Y | +9.3% | -0.7% | +10.0% | +8.2% |
| 3Y | +406.2% | +6.0% | +400.2% | +375.0% |
| 5Y | +251.0% | +12.5% | +238.4% | +214.1% |
| 10Y | +191.3% | +103.2% | +88.1% | +83.3% |
| All | +191.3% | +100.3% | +91.0% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling