+127.9%
TT vs XME
+110.8%
+17.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +1.2% |
| 7D | -2.0% | -4.5% | +2.5% | -0.4% |
| 30D | -14.0% | -10.9% | -3.2% | -10.5% |
| 3M | -15.9% | -15.3% | -0.6% | -11.1% |
| 6M | -17.3% | -24.6% | +7.3% | -9.4% |
| YTD | +4.0% | -9.6% | +13.6% | +5.9% |
| 1Y | -7.1% | +2.9% | -10.0% | -9.8% |
| 3Y | +90.2% | +86.9% | +3.3% | +44.6% |
| All | +127.9% | +110.8% | +17.1% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling