+411.3%
T vs XME
+242.3%
+168.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +11.4% | +6.0% | +5.4% | +9.6% |
| 3M | +14.3% | -7.7% | +22.0% | +15.7% |
| 6M | -9.3% | +1.0% | -10.2% | -10.6% |
| YTD | +7.1% | +14.6% | -7.5% | +1.7% |
| 1Y | -9.1% | +46.0% | -55.0% | -19.2% |
| 3Y | +105.3% | +127.0% | -21.7% | +59.8% |
| 5Y | +66.8% | +175.8% | -109.0% | +20.3% |
| 10Y | +66.8% | +414.6% | -347.8% | -3.4% |
| All | +411.3% | +242.3% | +168.9% | +164.7% |
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