+16.2%
TFC vs XME
-2.0%
+18.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +10.8% | -6.1% | +16.9% | +11.7% |
| 3M | -3.8% | -18.6% | +14.9% | -1.1% |
| 6M | +9.6% | -23.9% | +33.5% | +13.7% |
| YTD | +5.8% | -9.3% | +15.1% | +3.7% |
| 1Y | +16.2% | +1.8% | +14.4% | +11.4% |
| All | +16.2% | -2.0% | +18.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling