+995.4%
TER vs XME
+260.6%
+734.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.3% |
| 7D | +14.4% | +0.3% | +14.0% | +14.5% |
| 30D | -30.6% | -6.1% | -24.4% | -26.6% |
| 3M | -39.2% | -18.6% | -20.6% | -28.8% |
| 6M | -31.3% | -23.9% | -7.4% | -14.9% |
| YTD | +29.1% | -9.3% | +38.4% | +44.8% |
| 1Y | +47.4% | +1.8% | +45.7% | +54.0% |
| 3Y | +191.2% | +93.0% | +98.2% | +103.1% |
| 5Y | +74.0% | +107.0% | -33.0% | +14.2% |
| All | +995.4% | +260.6% | +734.9% | +359.4% |
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 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