+13.6%
TPR vs XME
+42.7%
-29.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.1% |
| 7D | -3.4% | +3.6% | -7.0% | -4.4% |
| 30D | -27.3% | +3.6% | -30.9% | -28.3% |
| 3M | -16.2% | +1.2% | -17.5% | -16.7% |
| 6M | -17.9% | +9.0% | -26.9% | -20.9% |
| YTD | -7.1% | +15.9% | -23.0% | -14.8% |
| 1Y | +13.6% | +43.2% | -29.6% | -10.4% |
| All | +13.6% | +42.7% | -29.1% | -10.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling