+346.6%
T vs XME
+170.7%
+175.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -3.8% | -6.1% | +2.4% | -2.6% |
| 3M | -8.7% | -18.6% | +9.9% | -5.0% |
| 6M | -8.1% | -23.9% | +15.8% | -3.4% |
| YTD | -6.4% | -9.3% | +2.9% | -6.7% |
| 1Y | -9.8% | +1.8% | -11.5% | -12.7% |
| 3Y | +65.5% | +93.0% | -27.5% | +32.8% |
| 5Y | +57.0% | +107.0% | -50.0% | +20.8% |
| 10Y | +60.8% | +266.9% | -206.1% | +0.6% |
| All | +346.6% | +170.7% | +175.9% | +142.8% |
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 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