-19.8%
TLT vs XME
+412.4%
-432.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.6% |
| 7D | -0.3% | -0.2% | 0.0% | -0.3% |
| 30D | 0.0% | +1.4% | -1.4% | +0.1% |
| 3M | -2.9% | +2.7% | -5.6% | -2.7% |
| 6M | -6.3% | +6.5% | -12.8% | -5.7% |
| YTD | -3.3% | +15.2% | -18.5% | -2.2% |
| 1Y | -4.2% | +43.5% | -47.7% | -1.4% |
| 3Y | -1.7% | +135.9% | -137.5% | +5.7% |
| 5Y | -34.9% | +181.5% | -216.3% | -27.4% |
| 10Y | -19.8% | +436.9% | -456.7% | -0.3% |
| All | -19.8% | +412.4% | -432.2% | -0.3% |
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