+258.3%
ECHO vs TXT
+29.2%
+229.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +5.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | -3.1% | +14.4% | -17.5% | -7.2% |
| 3M | +8.7% | -4.9% | +13.6% | +10.1% |
| 6M | -24.8% | -10.2% | -14.5% | -22.6% |
| YTD | -13.0% | -4.1% | -8.9% | -12.6% |
| 1Y | +33.9% | +4.0% | +30.0% | +31.3% |
| 3Y | +791.8% | +8.0% | +783.8% | +755.3% |
| 5Y | +261.7% | +8.4% | +253.3% | +243.6% |
| 10Y | +157.3% | +116.6% | +40.7% | +94.4% |
| All | +258.3% | +29.2% | +229.1% | +176.4% |
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 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