+83.6%
EEM vs TXG
+39.1%
+44.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.7% | +5.0% | -5.7% | -1.3% |
| 30D | +2.4% | +13.5% | -11.1% | +0.8% |
| 3M | +4.2% | +128.0% | -123.9% | -5.7% |
| 6M | +14.8% | +224.4% | -209.7% | -0.3% |
| YTD | +23.1% | +307.0% | -283.9% | +4.1% |
| 1Y | +32.5% | +427.2% | -394.7% | +8.2% |
| All | +83.6% | +39.1% | +44.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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