+341.7%
T vs XME
+179.0%
+162.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.1% |
| 7D | +2.6% | -0.2% | +2.7% | +2.5% |
| 30D | -1.1% | -9.2% | +8.1% | +0.8% |
| 3M | -7.7% | -17.8% | +10.0% | -4.1% |
| 6M | -10.6% | -20.0% | +9.4% | -7.1% |
| YTD | -7.5% | -6.6% | -0.9% | -8.3% |
| 1Y | -7.4% | +1.8% | -9.2% | -10.4% |
| 3Y | +63.1% | +98.7% | -35.7% | +30.0% |
| 5Y | +55.2% | +123.9% | -68.7% | +17.1% |
| 10Y | +58.8% | +277.9% | -219.1% | -1.3% |
| All | +341.7% | +179.0% | +162.8% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling