+736.3%
TT vs XME
+260.6%
+475.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -11.3% | -6.1% | -5.2% | -9.0% |
| 3M | -12.3% | -18.6% | +6.3% | -5.0% |
| 6M | -10.8% | -23.9% | +13.0% | -1.4% |
| YTD | +8.2% | -9.3% | +17.5% | +10.3% |
| 1Y | +1.5% | +1.8% | -0.3% | -1.5% |
| 3Y | +91.5% | +93.0% | -1.5% | +37.8% |
| 5Y | +130.2% | +107.0% | +23.2% | +55.0% |
| All | +736.3% | +260.6% | +475.7% | +280.6% |
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