+802.2%
TTMI vs XME
+167.8%
+634.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | +1.2% |
| 7D | +6.0% | -3.0% | +9.1% | +8.5% |
| 30D | -6.4% | -2.6% | -3.8% | -4.8% |
| 3M | -28.9% | +2.2% | -31.1% | -29.9% |
| 6M | +26.9% | +0.7% | +26.2% | +27.2% |
| YTD | +77.3% | +10.9% | +66.4% | +66.4% |
| 1Y | +147.5% | +35.7% | +111.8% | +103.8% |
| 3Y | +847.6% | +127.1% | +720.5% | +460.1% |
| 5Y | +802.2% | +168.5% | +633.7% | +395.1% |
| All | +802.2% | +167.8% | +634.4% | +395.1% |
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 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