+15.6%
EMB vs TXG
+16.0%
-0.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -0.3% | +32.0% | -32.3% | -2.0% |
| 3M | -0.4% | +87.0% | -87.4% | -4.3% |
| 6M | +0.1% | +180.1% | -179.9% | -6.3% |
| YTD | +1.6% | +284.1% | -282.5% | -6.9% |
| 1Y | +5.6% | +361.7% | -356.1% | -4.7% |
| 3Y | +29.8% | +15.9% | +13.9% | +25.2% |
| 5Y | +7.3% | -66.2% | +73.4% | +7.4% |
| All | +15.6% | +16.0% | -0.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling