+18.2%
EME vs TXT
-1.4%
+19.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -8.4% | -10.2% | +1.8% | -4.2% |
| 3M | -3.6% | -13.3% | +9.7% | +2.1% |
| 6M | +3.6% | -14.4% | +17.9% | +9.4% |
| YTD | +22.5% | -9.1% | +31.6% | +25.5% |
| 1Y | +18.2% | -2.2% | +20.4% | +15.0% |
| All | +18.2% | -1.4% | +19.6% | +15.0% |
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