+172.6%
TTMI vs XME
+46.4%
+126.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.6% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | -4.3% | +6.0% | -10.3% | -10.6% |
| 3M | -32.0% | -7.7% | -24.3% | -27.1% |
| 6M | +19.5% | +1.0% | +18.5% | +16.0% |
| YTD | +82.0% | +14.6% | +67.4% | +54.4% |
| 1Y | +172.6% | +46.0% | +126.7% | +62.1% |
| All | +172.6% | +46.4% | +126.2% | +62.1% |
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