+854.6%
TTMI vs XME
+246.2%
+608.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.3% |
| 7D | +12.2% | +3.6% | +8.5% | +9.7% |
| 30D | -5.7% | +3.6% | -9.4% | -8.0% |
| 3M | -27.5% | +1.2% | -28.7% | -27.7% |
| 6M | +47.1% | +9.0% | +38.1% | +41.4% |
| YTD | +87.5% | +15.9% | +71.5% | +73.7% |
| 1Y | +175.2% | +43.2% | +132.0% | +125.5% |
| 3Y | +901.9% | +137.4% | +764.6% | +505.4% |
| 5Y | +843.5% | +185.0% | +658.4% | +394.9% |
| 10Y | +1,077.0% | +409.5% | +667.5% | +300.0% |
| All | +854.6% | +246.2% | +608.5% | +236.7% |
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