+97.2%
TFC vs XME
+412.4%
-315.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -2.3% | +1.4% | -3.7% | -3.5% |
| 3M | +2.5% | +2.7% | -0.3% | -0.4% |
| 6M | +9.5% | +6.5% | +3.0% | +2.9% |
| YTD | +5.1% | +15.2% | -10.1% | -6.8% |
| 1Y | +15.5% | +43.5% | -28.0% | -11.6% |
| 3Y | +95.2% | +135.9% | -40.7% | +8.5% |
| 5Y | +14.5% | +181.5% | -167.0% | -46.0% |
| 10Y | +97.2% | +436.9% | -339.7% | -45.8% |
| All | +97.2% | +412.4% | -315.2% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling