+411.0%
TSM vs XME
+136.1%
+274.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.7% |
| 7D | +6.0% | +3.6% | +2.4% | +3.8% |
| 30D | +4.5% | +3.6% | +0.9% | +2.1% |
| 3M | +3.1% | +1.2% | +1.9% | +1.8% |
| 6M | +30.2% | +9.0% | +21.2% | +22.8% |
| YTD | +45.2% | +15.9% | +29.3% | +30.4% |
| 1Y | +79.6% | +43.2% | +36.4% | +40.2% |
| 3Y | +411.0% | +137.4% | +273.6% | +187.3% |
| All | +411.0% | +136.1% | +274.9% | +187.3% |
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