+1,815.4%
TSM vs XME
+412.4%
+1,403.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +4.0% | +1.4% | +2.6% | +3.2% |
| 3M | +2.0% | +2.7% | -0.8% | +0.4% |
| 6M | +25.5% | +6.5% | +19.0% | +21.5% |
| YTD | +44.0% | +15.2% | +28.8% | +33.7% |
| 1Y | +75.4% | +43.5% | +31.9% | +46.4% |
| 3Y | +406.7% | +135.9% | +270.9% | +234.5% |
| 5Y | +285.0% | +181.5% | +103.5% | +129.0% |
| 10Y | +1,815.4% | +436.9% | +1,378.5% | +701.7% |
| All | +1,815.4% | +412.4% | +1,403.0% | +701.7% |
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 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