-1.1%
TLT vs XME
+136.1%
-137.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.4% | +3.6% | -3.2% | +0.3% |
| 30D | -0.3% | +3.6% | -3.9% | -0.5% |
| 3M | -1.7% | +1.2% | -2.9% | -1.9% |
| 6M | -4.9% | +9.0% | -14.0% | -5.3% |
| YTD | -2.8% | +15.9% | -18.7% | -3.5% |
| 1Y | -4.2% | +43.2% | -47.4% | -5.7% |
| 3Y | -1.1% | +137.4% | -138.5% | -9.8% |
| All | -1.1% | +136.1% | -137.2% | -9.8% |
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