-84.3%
TE vs XME
+108.0%
-192.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -1.1% |
| 7D | -19.1% | +0.3% | -19.4% | -19.5% |
| 30D | -34.1% | -6.1% | -28.0% | -28.2% |
| 3M | -60.1% | -18.6% | -41.5% | -48.2% |
| 6M | -66.0% | -23.9% | -42.1% | -50.0% |
| YTD | -71.4% | -9.3% | -62.1% | -65.5% |
| 1Y | -45.3% | +1.8% | -47.0% | -41.6% |
| 3Y | +9.1% | +93.0% | -83.9% | -36.9% |
| All | -84.3% | +108.0% | -192.3% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling