+46.6%
TEM vs XME
+97.1%
-50.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.5% |
| 7D | -8.7% | -4.2% | -4.5% | -4.3% |
| 30D | +8.1% | -2.7% | +10.8% | +12.0% |
| 3M | +19.0% | -3.9% | +22.9% | +24.5% |
| 6M | +12.0% | -1.0% | +13.0% | +11.7% |
| YTD | -0.1% | +9.8% | -9.9% | -15.6% |
| 1Y | -33.5% | +32.5% | -66.1% | -58.8% |
| All | +46.6% | +97.1% | -50.5% | -49.6% |
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 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