+75.7%
TFC vs XME
+260.6%
-184.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.0% |
| 30D | +10.8% | -6.1% | +16.9% | +14.0% |
| 3M | -3.8% | -18.6% | +14.9% | +6.2% |
| 6M | +9.6% | -23.9% | +33.5% | +23.5% |
| YTD | +5.8% | -9.3% | +15.1% | +5.7% |
| 1Y | +16.2% | +1.8% | +14.4% | +8.0% |
| 3Y | +96.0% | +93.0% | +3.0% | +19.1% |
| 5Y | +1.7% | +107.0% | -105.3% | -43.7% |
| All | +75.7% | +260.6% | -184.9% | -42.5% |
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