+446.7%
TTMI vs XME
+170.7%
+276.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.9% |
| 7D | +11.4% | +0.3% | +11.1% | +11.6% |
| 30D | -28.3% | -6.1% | -22.2% | -23.9% |
| 3M | -46.7% | -18.6% | -28.0% | -37.9% |
| 6M | -56.1% | -23.9% | -32.2% | -46.5% |
| YTD | +7.4% | -9.3% | +16.7% | +18.7% |
| 1Y | +17.4% | +1.8% | +15.6% | +21.6% |
| 3Y | +429.1% | +93.0% | +336.1% | +272.6% |
| 5Y | +418.8% | +107.0% | +311.8% | +241.5% |
| 10Y | +411.2% | +266.9% | +144.3% | +119.5% |
| All | +446.7% | +170.7% | +276.0% | +130.1% |
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 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