+22.2%
EME vs TXG
+453.6%
-431.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.8% |
| 7D | +3.5% | +9.5% | -6.0% | +2.1% |
| 30D | -6.3% | +18.8% | -25.1% | -8.9% |
| 3M | -3.8% | +136.1% | -139.9% | -16.0% |
| 6M | +8.5% | +235.2% | -226.7% | -10.4% |
| YTD | +27.8% | +320.5% | -292.7% | -0.2% |
| 1Y | +22.2% | +425.2% | -403.0% | -11.5% |
| All | +22.2% | +453.6% | -431.4% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling