+41.6%
TXN vs EMR
+19.4%
+22.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | -0.1% | -1.5% | +1.4% | +0.7% |
| 30D | -6.9% | -5.6% | -1.3% | -4.4% |
| 3M | -14.9% | +7.9% | -22.9% | -18.1% |
| 6M | +29.0% | +6.0% | +23.0% | +23.8% |
| YTD | +51.5% | +16.4% | +35.0% | +36.9% |
| 1Y | +41.6% | +16.6% | +24.9% | +25.7% |
| All | +41.6% | +19.4% | +22.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling