+94.8%
TFC vs XME
+99.4%
-4.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +9.0% | -9.2% | +18.2% | +12.4% |
| 3M | -2.1% | -17.8% | +15.6% | +4.1% |
| 6M | +3.4% | -20.0% | +23.4% | +10.1% |
| YTD | +5.3% | -6.6% | +11.9% | +2.8% |
| 1Y | +16.2% | +1.8% | +14.4% | +8.4% |
| 3Y | +94.8% | +98.7% | -3.9% | +11.4% |
| All | +94.8% | +99.4% | -4.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling