+1,785.0%
TER vs XME
+179.0%
+1,606.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.0% |
| 7D | -8.9% | -0.2% | -8.7% | -8.2% |
| 30D | -39.1% | -9.2% | -29.9% | -34.7% |
| 3M | -32.8% | -17.8% | -15.0% | -23.4% |
| 6M | -31.7% | -20.0% | -11.7% | -20.0% |
| YTD | +26.9% | -6.6% | +33.5% | +37.8% |
| 1Y | +33.6% | +1.8% | +31.8% | +38.3% |
| 3Y | +181.5% | +98.7% | +82.8% | +97.9% |
| 5Y | +76.1% | +123.9% | -47.8% | +13.5% |
| 10Y | +1,006.2% | +277.9% | +728.3% | +391.2% |
| All | +1,785.0% | +179.0% | +1,606.0% | +685.1% |
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