+84.6%
TXN vs EMR
+87.8%
-3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | +9.5% | +2.8% | +6.6% | +7.6% |
| 30D | +8.7% | +3.7% | +5.0% | +6.7% |
| 3M | +11.6% | +2.0% | +9.5% | +10.5% |
| 6M | +0.1% | +22.1% | -22.0% | -11.3% |
| YTD | +78.8% | +27.2% | +51.6% | +51.8% |
| 1Y | +91.2% | +32.0% | +59.2% | +58.5% |
| 3Y | +125.8% | +103.3% | +22.6% | +37.1% |
| All | +84.6% | +87.8% | -3.1% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling