+84.6%
TXN vs ECHO
+227.9%
-143.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | +9.5% | +5.7% | +3.8% | +8.8% |
| 30D | +8.7% | +13.8% | -5.1% | +7.4% |
| 3M | +11.6% | +9.1% | +2.5% | +10.6% |
| 6M | +0.1% | -24.9% | +25.0% | +2.3% |
| YTD | +78.8% | -8.0% | +86.8% | +78.8% |
| 1Y | +91.2% | +42.9% | +48.3% | +84.1% |
| 3Y | +125.8% | +926.7% | -800.9% | +60.7% |
| All | +84.6% | +227.9% | -143.3% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling