-17.6%
TEAM vs XME
+134.4%
-152.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.3% |
| 7D | -5.7% | +3.6% | -9.3% | -6.8% |
| 30D | +18.3% | +3.6% | +14.7% | +16.7% |
| 3M | +80.2% | +1.2% | +79.0% | +79.4% |
| 6M | +111.0% | +9.0% | +101.9% | +101.5% |
| YTD | +8.8% | +15.9% | -7.1% | -1.9% |
| 1Y | +2.2% | +43.2% | -41.0% | -20.8% |
| All | -17.6% | +134.4% | -152.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling