+62,321.4%
EME vs TXT
+843.3%
+61,478.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -5.4% | -11.1% | +5.7% | -0.7% |
| 3M | -6.1% | -13.0% | +6.9% | -0.7% |
| 6M | +9.7% | -16.2% | +25.9% | +17.7% |
| YTD | +26.6% | -8.7% | +35.3% | +30.4% |
| 1Y | +24.6% | -3.8% | +28.4% | +25.5% |
| 3Y | +249.6% | +5.5% | +244.1% | +233.3% |
| 5Y | +556.6% | +12.3% | +544.3% | +502.7% |
| 10Y | +1,286.6% | +97.4% | +1,189.2% | +868.0% |
| All | +62,321.4% | +843.3% | +61,478.1% | +19,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling