+15.0%
EEM vs TXT
+9.2%
+5.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | -3.0% | +10.6% | -13.6% | -5.1% |
| 30D | -10.3% | +14.4% | -24.7% | -13.0% |
| 3M | -6.6% | -2.7% | -3.9% | -5.4% |
| 6M | -3.4% | -4.7% | +1.3% | -1.7% |
| YTD | +13.2% | -0.5% | +13.7% | +14.3% |
| 1Y | +15.0% | +8.7% | +6.3% | +13.3% |
| All | +15.0% | +9.2% | +5.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling