+66.6%
TEL vs XME
+124.3%
-57.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.6% |
| 7D | -2.3% | -3.0% | +0.8% | -1.0% |
| 30D | -6.1% | -2.6% | -3.5% | -5.2% |
| 3M | +1.7% | +2.2% | -0.5% | +0.1% |
| 6M | +1.6% | +0.7% | +0.9% | -0.1% |
| YTD | -9.1% | +10.9% | -20.0% | -15.5% |
| 1Y | -1.7% | +35.7% | -37.4% | -18.3% |
| All | +66.6% | +124.3% | -57.7% | +0.6% |
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