+792.7%
EME vs TXG
+24.6%
+768.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.8% |
| 7D | +2.7% | +9.1% | -6.4% | +1.6% |
| 30D | -6.8% | +14.9% | -21.7% | -8.5% |
| 3M | -8.8% | +120.0% | -128.8% | -17.7% |
| 6M | +5.0% | +221.8% | -216.8% | -10.0% |
| YTD | +23.5% | +312.6% | -289.1% | +2.2% |
| 1Y | +21.3% | +398.4% | -377.1% | -2.6% |
| 3Y | +241.1% | +42.1% | +199.0% | +198.2% |
| 5Y | +549.2% | -63.5% | +612.6% | +507.2% |
| All | +792.7% | +24.6% | +768.1% | +611.1% |
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