+419.8%
TXN vs EEM
+133.3%
+286.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.6% | +2.7% |
| 7D | +4.0% | -1.3% | +5.2% | +5.2% |
| 30D | -2.9% | +2.1% | -4.9% | -4.6% |
| 3M | -9.1% | +1.0% | -10.1% | -9.4% |
| 6M | +36.6% | +15.9% | +20.7% | +19.7% |
| YTD | +57.5% | +24.6% | +32.8% | +28.9% |
| 1Y | +49.5% | +32.3% | +17.3% | +15.8% |
| 3Y | +76.5% | +85.9% | -9.4% | +0.4% |
| 5Y | +62.4% | +45.4% | +17.0% | +14.2% |
| All | +419.8% | +133.3% | +286.5% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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