+131.7%
EMB vs TXT
+21.3%
+110.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.3% |
| 30D | -0.3% | -10.6% | +10.3% | +0.4% |
| 3M | -0.4% | -13.2% | +12.8% | +0.5% |
| 6M | +0.1% | -20.3% | +20.5% | +1.5% |
| YTD | +1.6% | -9.3% | +10.8% | +2.1% |
| 1Y | +5.6% | -2.7% | +8.3% | +5.6% |
| 3Y | +29.8% | +1.4% | +28.5% | +28.9% |
| 5Y | +7.3% | +9.6% | -2.3% | +5.5% |
| 10Y | +30.4% | +94.9% | -64.5% | +21.5% |
| All | +131.7% | +21.3% | +110.4% | +107.9% |
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