+83.1%
TLT vs XME
+175.1%
-92.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.7% |
| 7D | -2.7% | +5.3% | -8.0% | -2.2% |
| 30D | +2.2% | -8.2% | +10.4% | +1.4% |
| 3M | -1.7% | -18.4% | +16.7% | -3.5% |
| 6M | -4.0% | -22.8% | +18.9% | -6.1% |
| YTD | -4.9% | -7.9% | +2.9% | -5.1% |
| 1Y | -7.4% | -0.9% | -6.5% | -6.8% |
| 3Y | +3.0% | +96.0% | -92.9% | +12.1% |
| 5Y | -35.1% | +110.3% | -145.4% | -27.9% |
| 10Y | -12.7% | +272.8% | -285.6% | +8.1% |
| All | +83.1% | +175.1% | -92.0% | +137.2% |
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