+14.3%
EMB vs TXG
+22.9%
-8.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.7% |
| 7D | -1.1% | +5.0% | -6.1% | -1.4% |
| 30D | -1.1% | +13.5% | -14.6% | -1.8% |
| 3M | -0.8% | +128.0% | -128.8% | -5.7% |
| 6M | -0.1% | +224.4% | -224.5% | -7.2% |
| YTD | +0.4% | +307.0% | -306.5% | -8.2% |
| 1Y | +3.3% | +427.2% | -424.0% | -7.5% |
| 3Y | +29.0% | +40.2% | -11.1% | +22.9% |
| 5Y | +6.3% | -64.0% | +70.4% | +6.1% |
| All | +14.3% | +22.9% | -8.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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