+19.6%
TMO vs XME
+122.1%
-102.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.6% | -4.2% | +3.6% | +0.4% |
| 30D | +1.1% | -2.7% | +3.8% | +1.7% |
| 3M | +28.3% | -3.9% | +32.3% | +29.3% |
| 6M | +23.3% | -1.0% | +24.2% | +22.6% |
| YTD | +5.5% | +9.8% | -4.4% | +1.5% |
| 1Y | +24.5% | +32.5% | -8.0% | +11.8% |
| 3Y | +19.6% | +124.3% | -104.8% | -14.2% |
| All | +19.6% | +122.1% | -102.5% | -14.2% |
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 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