+15.6%
TFC vs XME
+179.6%
-164.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.6% |
| 7D | +2.2% | +3.6% | -1.4% | +0.7% |
| 30D | -2.5% | +3.6% | -6.1% | -4.3% |
| 3M | +4.5% | +1.2% | +3.3% | +3.1% |
| 6M | +11.0% | +9.0% | +1.9% | +4.6% |
| YTD | +5.9% | +15.9% | -10.0% | -4.3% |
| 1Y | +14.6% | +43.2% | -28.6% | -8.4% |
| 3Y | +96.7% | +137.4% | -40.7% | +18.4% |
| 5Y | +15.6% | +185.0% | -169.5% | -40.1% |
| All | +15.6% | +179.6% | -164.1% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling