+1,641.8%
TSM vs XME
+277.3%
+1,364.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +4.4% | +1.5% | +2.9% | +3.9% |
| 30D | -7.0% | -7.3% | +0.3% | -3.3% |
| 3M | -1.8% | -17.4% | +15.6% | +7.8% |
| 6M | +2.7% | -21.8% | +24.5% | +15.5% |
| YTD | +37.1% | -6.0% | +43.1% | +40.5% |
| 1Y | +43.5% | +3.8% | +39.7% | +40.0% |
| 3Y | +341.5% | +100.0% | +241.5% | +215.2% |
| 5Y | +278.9% | +116.1% | +162.8% | +154.6% |
| 10Y | +1,641.8% | +280.6% | +1,361.2% | +745.0% |
| All | +1,641.8% | +277.3% | +1,364.5% | +745.0% |
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