+241.5%
EME vs TXT
+5.5%
+236.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -6.8% | -10.4% | +3.6% | -2.4% |
| 3M | -8.8% | -14.3% | +5.5% | -2.8% |
| 6M | +5.0% | -15.1% | +20.1% | +12.0% |
| YTD | +23.5% | -8.3% | +31.8% | +26.9% |
| 1Y | +21.3% | -0.7% | +22.0% | +20.2% |
| All | +241.5% | +5.5% | +236.0% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling