+20,427.4%
TXN vs EMR
+4,021.7%
+16,405.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.2% | +3.1% | -0.9% | +0.5% |
| 30D | -9.5% | -3.5% | -6.0% | -7.7% |
| 3M | -10.5% | +9.8% | -20.3% | -15.4% |
| 6M | +35.4% | +10.8% | +24.6% | +27.1% |
| YTD | +51.8% | +15.9% | +35.8% | +37.7% |
| 1Y | +42.9% | +16.4% | +26.5% | +28.9% |
| 3Y | +71.3% | +62.1% | +9.2% | +26.0% |
| 5Y | +58.0% | +62.9% | -4.9% | +14.7% |
| 10Y | +393.3% | +267.8% | +125.5% | +111.2% |
| All | +20,427.4% | +4,021.7% | +16,405.7% | +1,898.5% |
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