+173.8%
EMR vs TXG
+27.0%
+146.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.8% | +2.1% |
| 7D | -0.4% | +9.5% | -9.9% | -1.7% |
| 30D | -6.8% | +18.8% | -25.5% | -9.2% |
| 3M | +7.5% | +136.1% | -128.6% | -5.9% |
| 6M | +9.9% | +235.2% | -225.4% | -9.1% |
| YTD | +16.0% | +320.5% | -304.6% | -7.3% |
| 1Y | +12.4% | +425.2% | -412.7% | -13.7% |
| 3Y | +60.2% | +42.9% | +17.4% | +36.9% |
| 5Y | +67.9% | -62.8% | +130.7% | +57.1% |
| All | +173.8% | +27.0% | +146.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling