-44.8%
TE vs XME
+178.1%
-222.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.2% |
| 7D | +15.0% | -0.2% | +15.2% | +15.3% |
| 30D | -7.5% | +1.4% | -8.9% | -8.8% |
| 3M | -42.0% | +2.7% | -44.7% | -42.3% |
| 6M | -31.4% | +6.5% | -37.9% | -33.9% |
| YTD | -26.5% | +15.2% | -41.7% | -34.0% |
| 1Y | +153.1% | +43.5% | +109.6% | +77.5% |
| 3Y | -20.7% | +135.9% | -156.5% | -63.1% |
| All | -44.8% | +178.1% | -222.9% | -77.2% |
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