+283.6%
TJX vs ECHO
+197.5%
+86.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -4.6% | +3.7% | -8.3% | -5.0% |
| 30D | -17.2% | +0.7% | -17.9% | -17.2% |
| 3M | -24.9% | -27.3% | +2.4% | -22.6% |
| 6M | -19.7% | -17.0% | -2.7% | -18.8% |
| YTD | -17.2% | -14.3% | -2.9% | -16.9% |
| 1Y | -9.4% | +20.9% | -30.3% | -12.8% |
| 3Y | +43.1% | +423.0% | -379.9% | -0.1% |
| 5Y | +96.7% | +265.7% | -169.0% | +46.9% |
| All | +283.6% | +197.5% | +86.1% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling