+83.4%
EMR vs TXT
+7.8%
+75.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | -1.6% | -2.5% | +1.0% | -0.2% |
| 30D | +2.0% | +14.4% | -12.4% | -6.0% |
| 3M | +3.8% | -4.9% | +8.7% | +6.2% |
| 6M | +10.5% | -10.2% | +20.7% | +16.4% |
| YTD | +23.7% | -4.1% | +27.8% | +24.8% |
| 1Y | +25.4% | +4.0% | +21.4% | +20.7% |
| 3Y | +86.6% | +8.0% | +78.6% | +71.8% |
| All | +83.4% | +7.8% | +75.6% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling