-48.5%
TE vs XME
+359.2%
-407.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.1% | +8.9% | +9.2% |
| 7D | +18.2% | +3.6% | +14.6% | +15.2% |
| 30D | -13.5% | +3.6% | -17.1% | -15.6% |
| 3M | -44.6% | +1.2% | -45.8% | -44.0% |
| 6M | -24.7% | +9.0% | -33.8% | -26.7% |
| YTD | -24.3% | +15.9% | -40.2% | -28.0% |
| 1Y | +155.6% | +43.2% | +112.4% | +113.6% |
| 3Y | -18.3% | +137.4% | -155.6% | -44.7% |
| 5Y | -41.3% | +185.0% | -226.3% | -60.8% |
| All | -48.5% | +359.2% | -407.7% | -66.2% |
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 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