+125.7%
EEM vs TXT
+103.1%
+22.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +2.4% | -10.2% | +12.6% | +5.8% |
| 3M | +4.2% | -13.3% | +17.4% | +8.6% |
| 6M | +14.8% | -14.4% | +29.1% | +20.0% |
| YTD | +23.1% | -9.1% | +32.2% | +25.9% |
| 1Y | +32.5% | -2.2% | +34.7% | +32.3% |
| 3Y | +85.9% | +5.1% | +80.8% | +78.0% |
| 5Y | +43.6% | +12.8% | +30.8% | +32.0% |
| All | +125.7% | +103.1% | +22.6% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling