+125.8%
TXN vs EMR
+103.4%
+22.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | +9.5% | +2.8% | +6.6% | +7.7% |
| 30D | +8.7% | +3.7% | +5.0% | +6.8% |
| 3M | +11.6% | +2.0% | +9.5% | +10.5% |
| 6M | +0.1% | +22.1% | -22.0% | -10.7% |
| YTD | +78.8% | +27.2% | +51.6% | +52.7% |
| 1Y | +91.2% | +32.0% | +59.2% | +59.5% |
| 3Y | +125.8% | +103.3% | +22.6% | +45.4% |
| All | +125.8% | +103.4% | +22.4% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling