+192.8%
TER vs XME
+101.1%
+91.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +7.2% |
| 7D | -5.8% | +0.9% | -6.7% | -5.8% |
| 30D | -38.9% | -7.3% | -31.6% | -33.3% |
| 3M | -35.1% | -14.8% | -20.4% | -23.4% |
| 6M | -31.6% | -18.4% | -13.2% | -15.2% |
| YTD | +27.2% | -4.7% | +31.9% | +40.0% |
| 1Y | +35.2% | +5.7% | +29.5% | +37.0% |
| 3Y | +192.8% | +104.0% | +88.8% | +61.2% |
| All | +192.8% | +101.1% | +91.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling