+419.8%
TXN vs XME
+421.4%
-1.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.3% |
| 7D | +4.0% | -4.2% | +8.2% | +6.0% |
| 30D | -2.9% | -2.7% | -0.1% | -1.8% |
| 3M | -9.1% | -3.9% | -5.2% | -7.6% |
| 6M | +36.6% | -1.0% | +37.6% | +36.2% |
| YTD | +57.5% | +9.8% | +47.7% | +48.3% |
| 1Y | +49.5% | +32.5% | +17.0% | +27.6% |
| 3Y | +76.5% | +124.3% | -47.8% | +16.0% |
| 5Y | +62.4% | +165.8% | -103.4% | -4.5% |
| All | +419.8% | +421.4% | -1.6% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling