+108.2%
T vs XME
+136.1%
-27.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -1.5% | +3.6% | -5.1% | -1.4% |
| 30D | +7.6% | +3.6% | +4.0% | +7.7% |
| 3M | +15.3% | +1.2% | +14.1% | +15.5% |
| 6M | -8.5% | +9.0% | -17.5% | -8.1% |
| YTD | +6.8% | +15.9% | -9.2% | +6.6% |
| 1Y | -7.2% | +43.2% | -50.4% | -8.3% |
| 3Y | +108.2% | +137.4% | -29.1% | +90.8% |
| All | +108.2% | +136.1% | -27.9% | +90.8% |
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