+76.5%
TXN vs EME
+252.2%
-175.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +2.4% |
| 7D | +4.0% | +3.5% | +0.5% | +2.7% |
| 30D | -2.9% | -6.3% | +3.5% | -0.8% |
| 3M | -9.1% | -3.8% | -5.3% | -8.0% |
| 6M | +36.6% | +8.5% | +28.1% | +33.6% |
| YTD | +57.5% | +27.8% | +29.7% | +46.5% |
| 1Y | +49.5% | +22.2% | +27.3% | +38.5% |
| 3Y | +76.5% | +253.5% | -176.9% | +13.2% |
| All | +76.5% | +252.2% | -175.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling