+169.7%
TFC vs XME
+242.3%
-72.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -1.3% | +6.0% | -7.3% | -4.4% |
| 3M | +6.1% | -7.7% | +13.8% | +8.7% |
| 6M | +7.3% | +1.0% | +6.4% | +4.6% |
| YTD | +8.2% | +14.6% | -6.4% | -1.6% |
| 1Y | +14.4% | +46.0% | -31.5% | -8.5% |
| 3Y | +93.7% | +127.0% | -33.3% | +23.9% |
| 5Y | +16.4% | +175.8% | -159.4% | -34.2% |
| 10Y | +101.6% | +414.6% | -313.1% | -18.1% |
| All | +169.7% | +242.3% | -72.6% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling