+1,185.3%
TXN vs ECHO
+229.4%
+955.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.6% |
| 7D | +2.2% | +8.6% | -6.4% | +0.6% |
| 30D | -9.5% | +3.8% | -13.2% | -10.2% |
| 3M | -10.5% | -19.9% | +9.4% | -7.2% |
| 6M | +35.4% | -12.1% | +47.4% | +37.1% |
| YTD | +51.8% | -14.1% | +65.8% | +53.6% |
| 1Y | +42.9% | +15.9% | +27.1% | +36.1% |
| 3Y | +71.3% | +417.8% | -346.5% | -3.5% |
| 5Y | +58.0% | +259.3% | -201.3% | -4.3% |
| 10Y | +393.3% | +192.7% | +200.5% | +203.0% |
| All | +1,185.3% | +229.4% | +955.9% | +537.0% |
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