+24,087.1%
TXN vs EMR
+4,423.3%
+19,663.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | +9.5% | +2.8% | +6.6% | +7.8% |
| 30D | +8.7% | +3.7% | +5.0% | +6.8% |
| 3M | +11.6% | +2.0% | +9.5% | +10.6% |
| 6M | +0.1% | +22.1% | -22.0% | -10.5% |
| YTD | +78.8% | +27.2% | +51.6% | +54.3% |
| 1Y | +91.2% | +32.0% | +59.2% | +61.5% |
| 3Y | +125.8% | +103.3% | +22.6% | +46.8% |
| 5Y | +83.8% | +88.2% | -4.4% | +23.6% |
| 10Y | +469.9% | +280.4% | +189.4% | +140.7% |
| All | +24,087.1% | +4,423.3% | +19,663.9% | +2,140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling