-0.9%
XME vs TAP
-13.1%
+12.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.1% |
| 7D | +5.3% | -6.3% | +11.7% | +4.1% |
| 30D | -8.2% | +2.7% | -10.9% | -7.5% |
| 3M | -18.4% | -3.7% | -14.7% | -18.5% |
| 6M | -22.8% | -2.0% | -20.8% | -22.2% |
| YTD | -7.9% | -12.3% | +4.5% | -6.6% |
| 1Y | -0.9% | -10.1% | +9.2% | +1.1% |
| All | -0.9% | -13.1% | +12.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling