+449.3%
TGT vs XME
+246.2%
+203.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.6% | +3.6% | -4.2% | -1.7% |
| 30D | +9.5% | +3.6% | +5.9% | +8.2% |
| 3M | +32.3% | +1.2% | +31.0% | +30.9% |
| 6M | +37.0% | +9.0% | +28.0% | +31.6% |
| YTD | +71.0% | +15.9% | +55.1% | +60.3% |
| 1Y | +85.0% | +43.2% | +41.8% | +61.3% |
| 3Y | +46.8% | +137.4% | -90.5% | +8.3% |
| 5Y | -22.7% | +185.0% | -207.8% | -46.8% |
| 10Y | +216.3% | +409.5% | -193.2% | +71.9% |
| All | +449.3% | +246.2% | +203.1% | +156.9% |
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