+854.3%
EEM vs TXT
+546.2%
+308.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.3% | -4.8% | +7.1% | +4.2% |
| 30D | +4.5% | -10.6% | +15.1% | +8.9% |
| 3M | -0.1% | -13.2% | +13.1% | +5.0% |
| 6M | +16.9% | -20.3% | +37.3% | +26.7% |
| YTD | +26.2% | -9.3% | +35.5% | +29.7% |
| 1Y | +40.5% | -2.7% | +43.2% | +40.3% |
| 3Y | +86.2% | +1.4% | +84.8% | +79.2% |
| 5Y | +45.5% | +9.6% | +35.9% | +32.8% |
| 10Y | +128.6% | +94.9% | +33.7% | +50.4% |
| All | +854.3% | +546.2% | +308.1% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling