-25.6%
TGT vs XME
+167.8%
-193.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.1% |
| 7D | -5.0% | -3.0% | -2.0% | -4.1% |
| 30D | +3.0% | -2.6% | +5.6% | +3.8% |
| 3M | +22.6% | +2.2% | +20.5% | +20.9% |
| 6M | +31.2% | +0.7% | +30.5% | +28.6% |
| YTD | +63.7% | +10.9% | +52.8% | +53.0% |
| 1Y | +78.5% | +35.7% | +42.8% | +51.6% |
| 3Y | +40.5% | +127.1% | -86.6% | -6.4% |
| 5Y | -25.6% | +168.5% | -194.1% | -52.6% |
| All | -25.6% | +167.8% | -193.4% | -52.6% |
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