+66.1%
T vs XME
+179.6%
-113.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -1.9% |
| 30D | +7.6% | +3.6% | +4.0% | +7.2% |
| 3M | +15.3% | +1.2% | +14.1% | +15.0% |
| 6M | -8.5% | +9.0% | -17.5% | -9.7% |
| YTD | +6.8% | +15.9% | -9.2% | +3.8% |
| 1Y | -7.2% | +43.2% | -50.4% | -13.2% |
| 3Y | +108.2% | +137.4% | -29.1% | +73.3% |
| 5Y | +66.1% | +185.0% | -119.0% | +25.3% |
| All | +66.1% | +179.6% | -113.6% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling