+47.0%
EEM vs TXT
+12.6%
+34.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +4.9% | -11.1% | +15.9% | +8.7% |
| 3M | +5.2% | -13.0% | +18.2% | +9.6% |
| 6M | +20.7% | -16.2% | +36.9% | +27.0% |
| YTD | +26.5% | -8.7% | +35.2% | +29.1% |
| 1Y | +37.8% | -3.8% | +41.6% | +38.2% |
| 3Y | +91.0% | +5.5% | +85.5% | +80.8% |
| 5Y | +47.0% | +12.3% | +34.7% | +32.7% |
| All | +47.0% | +12.6% | +34.4% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling