-25.8%
TE vs XME
+5.2%
-31.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.0% |
| 7D | +3.8% | -5.5% | +9.3% | +13.0% |
| 30D | -26.2% | -11.1% | -15.1% | -11.4% |
| 3M | -49.7% | -11.1% | -38.6% | -40.0% |
| 6M | -46.5% | -18.0% | -28.5% | -24.4% |
| YTD | -59.1% | -7.4% | -51.8% | -51.8% |
| 1Y | -25.8% | +6.7% | -32.5% | -30.0% |
| All | -25.8% | +5.2% | -31.0% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling