+53,162.3%
EME vs TXT
+892.3%
+52,270.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +8.4% | +0.1% | +8.2% | +8.3% |
| 30D | -11.5% | +13.3% | -24.8% | -16.3% |
| 3M | -20.6% | -5.0% | -15.7% | -19.2% |
| 6M | -28.5% | -8.4% | -20.1% | -26.3% |
| YTD | +8.0% | -4.0% | +12.0% | +8.6% |
| 1Y | +6.8% | +2.8% | +4.0% | +4.3% |
| 3Y | +213.9% | +10.3% | +203.6% | +193.0% |
| 5Y | +414.8% | +9.2% | +405.7% | +376.5% |
| 10Y | +916.9% | +89.6% | +827.4% | +617.6% |
| All | +53,162.3% | +892.3% | +52,270.0% | +15,841.3% |
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