+12,482.4%
TDG vs XME
+244.0%
+12,238.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -8.0% | +1.4% | -9.4% | -8.7% |
| 3M | -10.5% | +2.7% | -13.2% | -12.1% |
| 6M | -11.9% | +6.5% | -18.4% | -15.3% |
| YTD | -15.4% | +15.2% | -30.5% | -21.9% |
| 1Y | -14.2% | +43.5% | -57.7% | -28.3% |
| 3Y | +51.0% | +135.9% | -84.8% | +0.3% |
| 5Y | +126.5% | +181.5% | -55.0% | +36.8% |
| 10Y | +535.6% | +436.9% | +98.7% | +185.0% |
| All | +12,482.4% | +244.0% | +12,238.5% | +5,074.7% |
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