+1,414.4%
TXN vs ECHO
+252.6%
+1,161.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | +9.5% | +5.7% | +3.8% | +8.3% |
| 30D | +8.7% | +13.8% | -5.1% | +6.0% |
| 3M | +11.6% | +9.1% | +2.5% | +9.6% |
| 6M | +0.1% | -24.9% | +25.0% | +4.8% |
| YTD | +78.8% | -8.0% | +86.8% | +78.4% |
| 1Y | +91.2% | +42.9% | +48.3% | +75.0% |
| 3Y | +125.8% | +926.7% | -800.9% | +6.7% |
| 5Y | +83.8% | +230.4% | -146.6% | +16.1% |
| 10Y | +469.9% | +145.9% | +324.0% | +275.8% |
| All | +1,414.4% | +252.6% | +1,161.9% | +639.9% |
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 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