+802.8%
TEAM vs XME
+795.0%
+7.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +67.3% | +6.0% | +61.3% | +64.4% |
| 3M | +86.8% | -7.7% | +94.5% | +90.6% |
| 6M | +146.8% | +1.0% | +145.9% | +141.8% |
| YTD | +16.9% | +14.6% | +2.3% | +8.3% |
| 1Y | +12.8% | +46.0% | -33.2% | -5.2% |
| 3Y | -7.3% | +127.0% | -134.3% | -34.0% |
| 5Y | -50.7% | +175.8% | -226.5% | -66.6% |
| 10Y | +529.8% | +414.6% | +115.2% | +237.7% |
| All | +802.8% | +795.0% | +7.7% | +301.5% |
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 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