+9,095.1%
TSM vs XME
+242.3%
+8,852.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | +6.0% | -2.4% | +0.7% |
| 3M | -3.4% | -7.7% | +4.4% | 0.0% |
| 6M | +20.6% | +1.0% | +19.7% | +19.9% |
| YTD | +41.9% | +14.6% | +27.2% | +32.7% |
| 1Y | +84.4% | +46.0% | +38.4% | +54.5% |
| 3Y | +380.2% | +127.0% | +253.2% | +229.9% |
| 5Y | +275.3% | +175.8% | +99.5% | +130.6% |
| 10Y | +1,751.4% | +414.6% | +1,336.8% | +707.3% |
| All | +9,095.1% | +242.3% | +8,852.8% | +3,391.7% |
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 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