+126.7%
EMB vs TXT
+28.2%
+98.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -0.1% | -2.5% | +2.4% | +0.1% |
| 30D | +1.3% | +14.4% | -13.1% | +0.3% |
| 3M | -2.2% | -4.9% | +2.7% | -2.0% |
| 6M | -2.3% | -10.2% | +7.9% | -1.8% |
| YTD | -0.6% | -4.1% | +3.5% | -0.6% |
| 1Y | +0.5% | +4.0% | -3.5% | 0.0% |
| 3Y | +29.4% | +8.0% | +21.5% | +27.9% |
| 5Y | +6.5% | +8.4% | -1.9% | +4.7% |
| 10Y | +29.8% | +116.6% | -86.9% | +20.1% |
| All | +126.7% | +28.2% | +98.5% | +102.5% |
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