+1,156.1%
TXN vs EMB
+132.1%
+1,024.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -6.9% | -0.3% | -6.6% | -6.7% |
| 3M | -14.9% | -0.4% | -14.5% | -14.6% |
| 6M | +29.0% | +0.1% | +28.9% | +29.1% |
| YTD | +51.5% | +1.6% | +49.9% | +50.1% |
| 1Y | +41.6% | +5.6% | +35.9% | +36.6% |
| 3Y | +65.8% | +29.8% | +36.0% | +40.2% |
| 5Y | +56.8% | +7.3% | +49.5% | +48.4% |
| 10Y | +387.5% | +30.4% | +357.0% | +325.1% |
| All | +1,156.1% | +132.1% | +1,024.0% | +1,016.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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