-5.8%
TLT vs XME
+2.7%
-8.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +4.1% | -7.3% | +11.4% | +4.5% |
| 3M | -0.4% | -17.4% | +17.1% | +0.7% |
| 6M | -3.2% | -21.8% | +18.7% | -2.2% |
| YTD | -3.5% | -6.0% | +2.5% | -4.1% |
| 1Y | -5.8% | +3.8% | -9.6% | -7.3% |
| All | -5.8% | +2.7% | -8.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling