+287.0%
ECHO vs TXT
+32.9%
+254.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +7.5% | +13.4% | -5.9% | +3.3% |
| 3M | +16.2% | -2.5% | +18.7% | +16.8% |
| 6M | -20.9% | -6.2% | -14.7% | -19.6% |
| YTD | -6.0% | -1.3% | -4.6% | -6.3% |
| 1Y | +43.4% | +4.3% | +39.0% | +40.5% |
| 3Y | +924.0% | +13.2% | +910.8% | +868.4% |
| 5Y | +249.6% | +12.4% | +237.3% | +228.7% |
| 10Y | +151.3% | +94.8% | +56.5% | +94.3% |
| All | +287.0% | +32.9% | +254.1% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling