+253.6%
XME vs TAP
-46.0%
+299.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | -6.1% | +5.7% | -11.8% | -8.7% |
| 3M | -18.6% | -1.9% | -16.7% | -18.8% |
| 6M | -23.9% | +0.9% | -24.8% | -25.6% |
| YTD | -9.3% | -9.5% | +0.2% | -8.2% |
| 1Y | +1.8% | -9.0% | +10.7% | +2.5% |
| 3Y | +93.0% | -22.2% | +115.2% | +102.1% |
| 5Y | +107.0% | +1.2% | +105.8% | +86.2% |
| All | +253.6% | -46.0% | +299.6% | +250.1% |
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