+4,162.2%
EMR vs TXT
+2,193.3%
+1,968.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | -1.6% | -2.5% | +1.0% | -0.6% |
| 30D | +2.0% | +14.4% | -12.4% | -3.6% |
| 3M | +3.8% | -4.9% | +8.7% | +5.4% |
| 6M | +10.5% | -10.2% | +20.7% | +14.6% |
| YTD | +23.7% | -4.1% | +27.8% | +24.8% |
| 1Y | +25.4% | +4.0% | +21.4% | +22.6% |
| 3Y | +86.6% | +8.0% | +78.6% | +78.9% |
| 5Y | +83.0% | +8.4% | +74.6% | +73.3% |
| 10Y | +319.5% | +116.6% | +202.9% | +195.6% |
| All | +4,162.2% | +2,193.3% | +1,968.9% | +1,044.9% |
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