+311.2%
TPR vs XME
+401.9%
-90.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.5% |
| 7D | -3.4% | +3.6% | -7.0% | -5.6% |
| 30D | -27.3% | +3.6% | -30.9% | -29.3% |
| 3M | -16.2% | +1.2% | -17.5% | -18.1% |
| 6M | -17.9% | +9.0% | -26.9% | -24.5% |
| YTD | -7.1% | +15.9% | -23.0% | -19.4% |
| 1Y | +13.6% | +43.2% | -29.6% | -15.9% |
| 3Y | +293.7% | +137.4% | +156.4% | +96.5% |
| 5Y | +239.1% | +185.0% | +54.0% | +39.8% |
| 10Y | +311.2% | +409.5% | -98.3% | -4.8% |
| All | +311.2% | +401.9% | -90.8% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling