+56.4%
TXN vs EMR
+62.1%
-5.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.3% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | -8.0% | -9.4% | +1.5% | -2.4% |
| 3M | -7.8% | +8.6% | -16.3% | -12.5% |
| 6M | +32.4% | +6.7% | +25.7% | +26.5% |
| YTD | +51.7% | +13.1% | +38.6% | +38.1% |
| 1Y | +44.3% | +12.7% | +31.6% | +30.9% |
| 3Y | +71.3% | +58.1% | +13.2% | +21.8% |
| 5Y | +56.4% | +63.6% | -7.2% | +5.9% |
| All | +56.4% | +62.1% | -5.7% | +5.9% |
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