+203.6%
TGT vs XME
+421.4%
-217.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -5.2% | -4.2% | -1.0% | -4.0% |
| 30D | +1.2% | -2.7% | +3.9% | +1.9% |
| 3M | +18.4% | -3.9% | +22.3% | +19.1% |
| 6M | +33.4% | -1.0% | +34.4% | +31.9% |
| YTD | +63.8% | +9.8% | +54.0% | +55.4% |
| 1Y | +77.2% | +32.5% | +44.6% | +56.4% |
| 3Y | +41.8% | +124.3% | -82.6% | +3.3% |
| 5Y | -25.5% | +165.8% | -191.3% | -49.1% |
| All | +203.6% | +421.4% | -217.8% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling