+240.0%
ECHO vs TXT
+22.3%
+217.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | -4.8% | +8.2% | +4.9% |
| 30D | +2.4% | -10.6% | +13.0% | +5.9% |
| 3M | -28.0% | -13.2% | -14.8% | -24.9% |
| 6M | -21.2% | -20.3% | -0.9% | -15.8% |
| YTD | -17.4% | -9.3% | -8.1% | -15.4% |
| 1Y | +33.6% | -2.7% | +36.3% | +33.9% |
| 3Y | +419.7% | +1.4% | +418.3% | +408.9% |
| 5Y | +241.7% | +9.6% | +232.2% | +224.5% |
| 10Y | +180.8% | +94.9% | +85.9% | +118.7% |
| All | +240.0% | +22.3% | +217.8% | +167.4% |
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