+419.8%
TXN vs ECHO
+197.5%
+222.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +4.0% | +3.7% | +0.3% | +3.4% |
| 30D | -2.9% | +0.7% | -3.5% | -3.0% |
| 3M | -9.1% | -27.3% | +18.2% | -5.3% |
| 6M | +36.6% | -17.0% | +53.6% | +39.1% |
| YTD | +57.5% | -14.3% | +71.8% | +59.1% |
| 1Y | +49.5% | +20.9% | +28.6% | +43.8% |
| 3Y | +76.5% | +423.0% | -346.4% | +16.5% |
| 5Y | +62.4% | +265.7% | -203.3% | +14.4% |
| All | +419.8% | +197.5% | +222.3% | +302.6% |
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