+144.9%
ECHO vs TXT
+89.4%
+55.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +13.8% | +13.3% | +0.5% | +7.1% |
| 3M | +9.1% | -5.0% | +14.0% | +11.2% |
| 6M | -24.9% | -8.4% | -16.5% | -22.4% |
| YTD | -8.0% | -4.0% | -4.0% | -7.6% |
| 1Y | +42.9% | +2.8% | +40.1% | +39.0% |
| 3Y | +926.7% | +10.3% | +916.4% | +843.6% |
| 5Y | +230.4% | +9.2% | +221.2% | +199.2% |
| All | +144.9% | +89.4% | +55.5% | +59.7% |
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 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