+309.3%
TEL vs XME
+421.4%
-112.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.1% |
| 7D | +1.6% | -4.2% | +5.8% | +3.7% |
| 30D | -0.7% | -2.7% | +2.0% | +0.3% |
| 3M | +2.4% | -3.9% | +6.4% | +3.8% |
| 6M | +4.1% | -1.0% | +5.1% | +3.1% |
| YTD | -5.8% | +9.8% | -15.6% | -12.3% |
| 1Y | +0.9% | +32.5% | -31.7% | -15.6% |
| 3Y | +72.6% | +124.3% | -51.7% | +7.4% |
| 5Y | +57.5% | +165.8% | -108.3% | -13.8% |
| All | +309.3% | +421.4% | -112.0% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling