+564.8%
TPR vs XME
+242.3%
+322.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | +6.0% | -29.0% | -25.6% |
| 3M | -12.5% | -7.7% | -4.7% | -9.9% |
| 6M | -21.4% | +1.0% | -22.4% | -23.2% |
| YTD | -3.5% | +14.6% | -18.1% | -12.8% |
| 1Y | +17.4% | +46.0% | -28.6% | -7.4% |
| 3Y | +291.3% | +127.0% | +164.2% | +140.2% |
| 5Y | +241.9% | +175.8% | +66.1% | +85.7% |
| 10Y | +322.7% | +414.6% | -92.0% | +64.5% |
| All | +564.8% | +242.3% | +322.5% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling