+214.8%
TER vs XME
+37.7%
+177.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | +0.4% |
| 7D | +9.4% | -3.0% | +12.4% | +13.0% |
| 30D | -2.4% | -2.6% | +0.2% | 0.0% |
| 3M | +6.5% | +2.2% | +4.4% | +3.6% |
| 6M | +23.2% | +0.7% | +22.5% | +23.3% |
| YTD | +91.5% | +10.9% | +80.6% | +80.8% |
| 1Y | +214.8% | +35.7% | +179.1% | +153.0% |
| All | +214.8% | +37.7% | +177.1% | +153.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling