+281.9%
EMR vs TXT
+99.4%
+182.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -3.5% | -11.1% | +7.5% | +2.9% |
| 3M | +9.8% | -13.0% | +22.8% | +18.2% |
| 6M | +10.8% | -16.2% | +27.0% | +21.9% |
| YTD | +15.9% | -8.7% | +24.7% | +21.0% |
| 1Y | +16.4% | -3.8% | +20.2% | +17.7% |
| 3Y | +62.1% | +5.5% | +56.6% | +53.5% |
| 5Y | +62.9% | +12.3% | +50.6% | +45.4% |
| All | +281.9% | +99.4% | +182.5% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling