+88.5%
TEM vs XME
+65.4%
+23.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.4% | -2.2% |
| 7D | +7.8% | +5.3% | +2.4% | +2.4% |
| 30D | +11.2% | -8.2% | +19.4% | +22.9% |
| 3M | +39.0% | -18.4% | +57.4% | +74.7% |
| 6M | +61.6% | -22.8% | +84.5% | +113.4% |
| YTD | +28.5% | -7.9% | +36.4% | +31.6% |
| 1Y | +6.7% | -0.9% | +7.6% | -1.5% |
| All | +88.5% | +65.4% | +23.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling