+63.6%
EMR vs TXG
-64.0%
+127.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -1.2% | +5.0% | -6.2% | -2.0% |
| 30D | -9.4% | +13.5% | -22.9% | -11.3% |
| 3M | +8.6% | +128.0% | -119.5% | -5.2% |
| 6M | +6.7% | +224.4% | -217.7% | -12.2% |
| YTD | +13.1% | +307.0% | -293.9% | -10.3% |
| 1Y | +12.7% | +427.2% | -414.5% | -14.8% |
| 3Y | +58.1% | +40.2% | +17.9% | +33.3% |
| 5Y | +63.6% | -64.0% | +127.7% | +43.9% |
| All | +63.6% | -64.0% | +127.7% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling