-0.7%
TFC vs XME
+118.5%
-119.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.6% |
| 30D | +9.0% | -9.2% | +18.2% | +13.0% |
| 3M | -2.1% | -17.8% | +15.6% | +5.3% |
| 6M | +3.4% | -20.0% | +23.4% | +11.3% |
| YTD | +5.3% | -6.6% | +11.9% | +3.6% |
| 1Y | +16.2% | +1.8% | +14.4% | +9.1% |
| 3Y | +94.8% | +98.7% | -3.9% | +24.8% |
| 5Y | -0.7% | +123.9% | -124.6% | -43.8% |
| All | -0.7% | +118.5% | -119.1% | -43.8% |
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 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