+416.5%
TPR vs XME
+84.7%
+331.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -2.3% |
| 7D | +14.2% | -4.5% | +18.7% | +15.9% |
| 30D | +17.1% | -10.9% | +28.0% | +22.1% |
| 3M | -17.7% | -15.3% | -2.5% | -13.0% |
| 6M | -10.2% | -24.6% | +14.4% | -0.6% |
| YTD | +4.9% | -9.6% | +14.5% | +4.4% |
| 1Y | +36.1% | +2.9% | +33.2% | +26.5% |
| 3Y | +416.5% | +86.9% | +329.6% | +213.7% |
| All | +416.5% | +84.7% | +331.8% | +213.7% |
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