+9,479.0%
TXN vs EME
+61,154.1%
-51,675.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.8% |
| 7D | +2.7% | +2.7% | -0.1% | +1.7% |
| 30D | -6.7% | -6.8% | +0.1% | -4.7% |
| 3M | -8.9% | -8.8% | -0.1% | -6.6% |
| 6M | +34.7% | +5.0% | +29.7% | +32.1% |
| YTD | +53.3% | +23.5% | +29.8% | +42.2% |
| 1Y | +45.0% | +21.3% | +23.7% | +33.7% |
| 3Y | +73.1% | +241.1% | -167.9% | +10.9% |
| 5Y | +59.9% | +549.2% | -489.2% | -17.5% |
| 10Y | +415.7% | +1,306.4% | -890.7% | +101.5% |
| All | +9,479.0% | +61,154.1% | -51,675.1% | +1,655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling