+70.1%
TXN vs ECHO
+408.9%
-338.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | +2.0% | +2.3% | -0.3% | +1.8% |
| 30D | -8.0% | +4.4% | -12.4% | -8.3% |
| 3M | -7.8% | -20.3% | +12.5% | -6.4% |
| 6M | +32.4% | -15.3% | +47.8% | +33.6% |
| YTD | +51.7% | -15.5% | +67.2% | +52.8% |
| 1Y | +44.3% | +15.0% | +29.3% | +42.2% |
| All | +70.1% | +408.9% | -338.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling