+1,317.3%
TXN vs XME
+246.2%
+1,071.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +0.8% |
| 30D | -9.5% | +3.6% | -13.1% | -10.8% |
| 3M | -10.5% | +1.2% | -11.8% | -11.1% |
| 6M | +35.4% | +9.0% | +26.3% | +30.2% |
| YTD | +51.8% | +15.9% | +35.8% | +41.6% |
| 1Y | +42.9% | +43.2% | -0.2% | +21.9% |
| 3Y | +71.3% | +137.4% | -66.0% | +19.0% |
| 5Y | +58.0% | +185.0% | -127.0% | -0.1% |
| 10Y | +393.3% | +409.5% | -16.2% | +136.6% |
| All | +1,317.3% | +246.2% | +1,071.1% | +537.8% |
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