+99.7%
TXN vs XME
+5.2%
+94.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.0% | -5.5% | +6.5% | +3.4% |
| 30D | +6.1% | -11.1% | +17.3% | +11.4% |
| 3M | +10.4% | -11.1% | +21.5% | +15.4% |
| 6M | +12.6% | -18.0% | +30.6% | +21.8% |
| YTD | +83.5% | -7.4% | +90.8% | +80.8% |
| 1Y | +99.7% | +6.7% | +93.1% | +81.5% |
| All | +99.7% | +5.2% | +94.5% | +81.5% |
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