+52.2%
TEM vs XME
+106.8%
-54.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.0% | -4.0% |
| 7D | -1.1% | -0.2% | -0.8% | -0.9% |
| 30D | +11.3% | +1.4% | +9.9% | +10.3% |
| 3M | +25.5% | +2.7% | +22.8% | +21.6% |
| 6M | +17.1% | +6.5% | +10.6% | +7.6% |
| YTD | +3.8% | +15.2% | -11.4% | -16.8% |
| 1Y | -24.4% | +43.5% | -67.9% | -57.5% |
| All | +52.2% | +106.8% | -54.5% | -50.4% |
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