+9.3%
TT vs XME
+42.3%
-33.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -6.7% | +1.4% | -8.1% | -7.2% |
| 3M | -5.4% | +2.7% | -8.2% | -6.6% |
| 6M | +4.4% | +6.5% | -2.1% | +1.2% |
| YTD | +14.9% | +15.2% | -0.3% | +8.5% |
| 1Y | +9.3% | +43.5% | -34.2% | -5.3% |
| All | +9.3% | +42.3% | -33.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling