+71.3%
EEM vs TXT
+11.3%
+60.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | -7.0% | +13.3% | -20.3% | -10.1% |
| 3M | -8.0% | -5.1% | -2.9% | -6.8% |
| 6M | -6.6% | -7.1% | +0.5% | -5.0% |
| YTD | +12.3% | -3.2% | +15.5% | +12.6% |
| 1Y | +12.2% | +2.3% | +9.8% | +10.7% |
| All | +71.3% | +11.3% | +60.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling