+253.5%
EME vs TXG
+43.8%
+209.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.8% |
| 7D | +3.5% | +9.5% | -6.0% | +2.2% |
| 30D | -6.3% | +18.8% | -25.1% | -8.8% |
| 3M | -3.8% | +136.1% | -139.9% | -15.5% |
| 6M | +8.5% | +235.2% | -226.7% | -9.9% |
| YTD | +27.8% | +320.5% | -292.7% | +1.8% |
| 1Y | +22.2% | +425.2% | -403.0% | -6.7% |
| 3Y | +253.5% | +42.9% | +210.6% | +192.3% |
| All | +253.5% | +43.8% | +209.7% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling