+3,912.1%
EMR vs TXT
+2,070.1%
+1,842.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.5% | -4.8% | +3.3% | +0.4% |
| 30D | -5.6% | -10.6% | +5.0% | -1.4% |
| 3M | +7.9% | -13.2% | +21.1% | +13.9% |
| 6M | +6.0% | -20.3% | +26.4% | +15.8% |
| YTD | +16.4% | -9.3% | +25.7% | +20.6% |
| 1Y | +16.6% | -2.7% | +19.3% | +17.3% |
| 3Y | +62.9% | +1.4% | +61.5% | +60.6% |
| 5Y | +60.1% | +9.6% | +50.5% | +51.6% |
| 10Y | +268.8% | +94.9% | +173.9% | +171.2% |
| All | +3,912.1% | +2,070.1% | +1,842.0% | +1,005.7% |
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