+2,210.5%
TJX vs ECHO
+222.0%
+1,988.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.9% |
| 7D | -4.0% | +5.3% | -9.3% | -4.7% |
| 30D | -20.3% | +2.4% | -22.8% | -20.7% |
| 3M | -23.3% | -21.8% | -1.5% | -21.0% |
| 6M | -19.7% | -16.9% | -2.8% | -18.6% |
| YTD | -17.1% | -16.0% | -1.1% | -16.5% |
| 1Y | -8.8% | +9.3% | -18.1% | -12.1% |
| 3Y | +43.4% | +406.2% | -362.8% | -10.3% |
| 5Y | +95.2% | +251.0% | -155.7% | +30.2% |
| 10Y | +288.1% | +191.3% | +96.8% | +161.3% |
| All | +2,210.5% | +222.0% | +1,988.5% | +1,149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling