+2,213.8%
TT vs XME
+184.7%
+2,029.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +2.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -11.8% | -7.3% | -4.5% | -8.6% |
| 3M | -12.6% | -14.8% | +2.2% | -6.0% |
| 6M | -9.4% | -18.4% | +9.0% | -1.3% |
| YTD | +8.8% | -4.7% | +13.5% | +8.7% |
| 1Y | -2.5% | +5.7% | -8.2% | -7.7% |
| 3Y | +95.7% | +104.0% | -8.3% | +29.6% |
| 5Y | +135.7% | +122.4% | +13.3% | +42.7% |
| 10Y | +750.6% | +285.4% | +465.3% | +252.4% |
| All | +2,213.8% | +184.7% | +2,029.1% | +739.7% |
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