+219.1%
TER vs XME
+179.6%
+39.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.3% |
| 7D | +11.0% | +3.6% | +7.3% | +7.9% |
| 30D | -1.9% | +3.6% | -5.5% | -4.9% |
| 3M | -0.7% | +1.2% | -1.9% | -1.3% |
| 6M | +36.4% | +9.0% | +27.3% | +30.3% |
| YTD | +92.4% | +15.9% | +76.5% | +77.2% |
| 1Y | +213.5% | +43.2% | +170.3% | +147.7% |
| 3Y | +277.2% | +137.4% | +139.9% | +110.7% |
| 5Y | +219.1% | +185.0% | +34.1% | +63.3% |
| All | +219.1% | +179.6% | +39.5% | +63.3% |
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