+92.1%
EEM vs TXG
+21.5%
+70.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -0.4% |
| 7D | +3.1% | +9.4% | -6.3% | +1.8% |
| 30D | +4.9% | +26.1% | -21.2% | +1.4% |
| 3M | +5.2% | +124.8% | -119.6% | -6.3% |
| 6M | +20.7% | +215.2% | -194.5% | +2.2% |
| YTD | +26.5% | +302.2% | -275.7% | +3.2% |
| 1Y | +37.8% | +370.9% | -333.1% | +8.9% |
| 3Y | +91.0% | +38.5% | +52.5% | +69.9% |
| 5Y | +47.0% | -64.4% | +111.4% | +48.2% |
| All | +92.1% | +21.5% | +70.7% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling