+45.0%
EEM vs TXG
-62.8%
+107.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | +0.8% |
| 7D | -1.3% | +9.5% | -10.7% | -2.4% |
| 30D | +2.1% | +18.8% | -16.7% | -0.4% |
| 3M | +1.0% | +136.1% | -135.1% | -10.4% |
| 6M | +15.9% | +235.2% | -219.3% | -2.3% |
| YTD | +24.6% | +320.5% | -295.9% | +1.5% |
| 1Y | +32.3% | +425.2% | -392.9% | +3.6% |
| 3Y | +85.9% | +42.9% | +43.0% | +66.0% |
| All | +45.0% | -62.8% | +107.8% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling