+436.9%
XME vs TAP
-51.4%
+488.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | -5.1% | +4.9% | +1.7% |
| 30D | +1.4% | -8.4% | +9.9% | +4.6% |
| 3M | +2.7% | -3.9% | +6.7% | +3.3% |
| 6M | +6.5% | -14.4% | +20.9% | +11.6% |
| YTD | +15.2% | -14.7% | +29.9% | +20.2% |
| 1Y | +43.5% | -18.7% | +62.2% | +51.7% |
| 3Y | +135.9% | -32.6% | +168.5% | +164.2% |
| 5Y | +181.5% | -1.4% | +182.9% | +156.8% |
| 10Y | +436.9% | -50.4% | +487.2% | +431.5% |
| All | +436.9% | -51.4% | +488.2% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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