+41.7%
TGT vs XME
+124.3%
-82.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.3% |
| 30D | +3.0% | -2.6% | +5.6% | +3.6% |
| 3M | +22.6% | +2.2% | +20.5% | +21.5% |
| 6M | +31.2% | +0.7% | +30.5% | +29.2% |
| YTD | +63.7% | +10.9% | +52.8% | +54.1% |
| 1Y | +78.5% | +35.7% | +42.8% | +52.8% |
| All | +41.7% | +124.3% | -82.6% | -7.4% |
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