-32.5%
XE vs TMF
+19.6%
-52.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | -0.2% | +16.1% | +15.7% |
| 7D | -4.6% | +1.2% | -5.8% | -3.3% |
| 30D | -27.5% | +19.7% | -47.3% | -18.2% |
| All | -32.5% | +19.6% | -52.1% | -24.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling