+400.2%
TSN vs XME
+242.3%
+157.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -10.8% | +6.0% | -16.8% | -12.6% |
| 3M | -8.8% | -7.7% | -1.0% | -7.3% |
| 6M | -16.8% | +1.0% | -17.8% | -18.4% |
| YTD | -10.0% | +14.6% | -24.6% | -15.7% |
| 1Y | -5.3% | +46.0% | -51.2% | -18.7% |
| 3Y | +8.5% | +127.0% | -118.5% | -21.5% |
| 5Y | -22.9% | +175.8% | -198.7% | -49.6% |
| 10Y | -12.6% | +414.6% | -427.3% | -57.4% |
| All | +400.2% | +242.3% | +157.9% | +112.0% |
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 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