+87.2%
TLT vs XME
+242.3%
-155.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | +6.0% | -6.6% | 0.0% |
| 3M | -2.7% | -7.7% | +5.0% | -3.4% |
| 6M | -5.6% | +1.0% | -6.6% | -5.3% |
| YTD | -2.8% | +14.6% | -17.4% | -1.0% |
| 1Y | -1.4% | +46.0% | -47.4% | +3.0% |
| 3Y | -1.6% | +127.0% | -128.6% | +8.4% |
| 5Y | -33.8% | +175.8% | -209.6% | -24.4% |
| 10Y | -21.1% | +414.6% | -435.8% | +1.0% |
| All | +87.2% | +242.3% | -155.1% | +147.5% |
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