+683.8%
TEL vs XME
+138.4%
+545.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | -3.9% | +6.0% | -9.9% | -6.8% |
| 3M | -5.1% | -7.7% | +2.6% | -2.1% |
| 6M | +0.6% | +1.0% | -0.4% | -1.1% |
| YTD | -7.3% | +14.6% | -21.9% | -14.8% |
| 1Y | +1.1% | +46.0% | -44.8% | -17.8% |
| 3Y | +63.7% | +127.0% | -63.3% | +5.9% |
| 5Y | +50.7% | +175.8% | -125.1% | -13.8% |
| 10Y | +290.2% | +414.6% | -124.5% | +55.6% |
| All | +683.8% | +138.4% | +545.4% | +196.2% |
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