+63.1%
T vs XME
+99.4%
-36.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +0.5% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | -1.1% | -9.2% | +8.1% | -1.5% |
| 3M | -7.7% | -17.8% | +10.0% | -8.5% |
| 6M | -10.6% | -20.0% | +9.4% | -11.2% |
| YTD | -7.5% | -6.6% | -0.9% | -8.1% |
| 1Y | -7.4% | +1.8% | -9.2% | -8.2% |
| 3Y | +63.1% | +98.7% | -35.7% | +55.6% |
| All | +63.1% | +99.4% | -36.3% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling