-65.6%
XE vs TMF
-14.3%
-51.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.5% | -10.9% | -9.8% |
| 7D | -12.9% | +4.0% | -16.9% | -15.3% |
| 30D | -30.3% | +19.5% | -49.7% | -40.0% |
| 3M | -45.9% | -3.5% | -42.3% | -43.1% |
| 6M | -66.2% | -10.6% | -55.6% | -63.5% |
| All | -65.6% | -14.3% | -51.2% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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