+42.9%
ECHO vs TXT
+1.6%
+41.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +13.8% | +13.3% | +0.5% | +8.7% |
| 3M | +9.1% | -5.0% | +14.0% | +11.3% |
| 6M | -24.9% | -8.4% | -16.5% | -22.5% |
| YTD | -8.0% | -4.0% | -4.0% | -8.0% |
| 1Y | +42.9% | +2.8% | +40.1% | +31.4% |
| All | +42.9% | +1.6% | +41.3% | +31.4% |
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