+7.2%
EMB vs TXG
-63.6%
+70.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | 0.0% | +9.1% | -9.1% | -0.4% |
| 30D | -0.3% | +14.9% | -15.2% | -1.1% |
| 3M | -0.3% | +120.0% | -120.3% | -4.8% |
| 6M | +0.7% | +221.8% | -221.1% | -6.1% |
| YTD | +1.3% | +312.6% | -311.3% | -7.1% |
| 1Y | +4.7% | +398.4% | -393.8% | -5.5% |
| 3Y | +30.1% | +42.1% | -12.0% | +24.6% |
| All | +7.2% | -63.6% | +70.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling