+734.7%
TT vs XME
+270.2%
+464.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -11.8% | -9.2% | -2.6% | -8.3% |
| 3M | -11.6% | -17.8% | +6.2% | -4.6% |
| 6M | -9.3% | -20.0% | +10.7% | -1.7% |
| YTD | +8.9% | -6.6% | +15.5% | +9.7% |
| 1Y | -2.2% | +1.8% | -4.0% | -5.1% |
| 3Y | +91.9% | +98.7% | -6.9% | +36.6% |
| 5Y | +136.0% | +123.9% | +12.1% | +53.7% |
| 10Y | +734.7% | +277.9% | +456.9% | +277.4% |
| All | +734.7% | +270.2% | +464.5% | +277.4% |
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