+396.0%
TPR vs XME
+93.2%
+302.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +15.1% | -6.1% | +21.2% | +17.5% |
| 3M | +3.5% | -18.6% | +22.1% | +11.3% |
| 6M | +0.4% | -23.9% | +24.3% | +10.4% |
| YTD | +4.6% | -9.3% | +13.9% | +3.9% |
| 1Y | +33.1% | +1.8% | +31.3% | +24.2% |
| 3Y | +396.0% | +93.0% | +303.0% | +187.1% |
| All | +396.0% | +93.2% | +302.8% | +187.1% |
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