+70.3%
T vs XME
+421.4%
-351.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.5% | -4.2% | +5.7% | +2.3% |
| 30D | +7.5% | -2.7% | +10.2% | +7.9% |
| 3M | +14.8% | -3.9% | +18.7% | +15.3% |
| 6M | -1.7% | -1.0% | -0.8% | -2.6% |
| YTD | +8.7% | +9.8% | -1.1% | +4.4% |
| 1Y | -7.5% | +32.5% | -40.0% | -15.7% |
| 3Y | +110.2% | +124.3% | -14.1% | +62.7% |
| 5Y | +71.6% | +165.8% | -94.2% | +22.3% |
| All | +70.3% | +421.4% | -351.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling