-2.1%
EME vs TXT
+9.2%
-11.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.4% | -9.2% |
| 7D | -5.8% | +10.6% | -16.4% | -9.4% |
| 30D | -17.9% | +14.4% | -32.3% | -22.1% |
| 3M | -22.0% | -2.7% | -19.2% | -21.1% |
| 6M | -29.7% | -4.7% | -25.0% | -28.3% |
| YTD | +4.7% | -0.5% | +5.2% | +4.3% |
| 1Y | -2.1% | +8.7% | -10.9% | -8.9% |
| All | -2.1% | +9.2% | -11.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling