+1,789.6%
TER vs XME
+184.7%
+1,604.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +9.4% |
| 7D | -5.8% | +0.9% | -6.7% | -5.6% |
| 30D | -38.9% | -7.3% | -31.6% | -35.3% |
| 3M | -35.1% | -14.8% | -20.4% | -27.7% |
| 6M | -31.6% | -18.4% | -13.2% | -20.8% |
| YTD | +27.2% | -4.7% | +31.9% | +36.5% |
| 1Y | +35.2% | +5.7% | +29.5% | +36.9% |
| 3Y | +192.8% | +104.0% | +88.8% | +102.7% |
| 5Y | +72.4% | +122.4% | -50.0% | +11.4% |
| 10Y | +1,001.8% | +285.4% | +716.5% | +383.5% |
| All | +1,789.6% | +184.7% | +1,604.9% | +677.4% |
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