-62.4%
XE vs TMF
-17.3%
-45.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | +0.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | -20.0% | +11.8% | -31.8% | -27.9% |
| 3M | -46.9% | -4.0% | -42.8% | -44.1% |
| 6M | -63.7% | -16.5% | -47.1% | -59.0% |
| All | -62.4% | -17.3% | -45.2% | -57.0% |
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