+60.5%
TEM vs XME
+105.8%
-45.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | +38.4% | +6.0% | +32.4% | +31.4% |
| 3M | +23.7% | -7.7% | +31.4% | +35.3% |
| 6M | +26.0% | +1.0% | +25.0% | +22.7% |
| YTD | +9.4% | +14.6% | -5.2% | -11.8% |
| 1Y | -17.3% | +46.0% | -63.2% | -54.9% |
| All | +60.5% | +105.8% | -45.3% | -47.4% |
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 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