+259.3%
ECHO vs TXT
+12.6%
+246.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +8.6% | -0.2% | +8.8% | +8.7% |
| 30D | +3.8% | -11.1% | +14.8% | +9.5% |
| 3M | -19.9% | -13.0% | -6.9% | -14.8% |
| 6M | -12.1% | -16.2% | +4.1% | -5.1% |
| YTD | -14.1% | -8.7% | -5.3% | -11.5% |
| 1Y | +15.9% | -3.8% | +19.6% | +16.1% |
| 3Y | +417.8% | +5.5% | +412.3% | +381.7% |
| 5Y | +259.3% | +12.3% | +247.0% | +222.2% |
| All | +259.3% | +12.6% | +246.7% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling