+43.5%
XME vs TAP
-19.6%
+63.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.8% |
| 7D | -0.2% | -5.1% | +4.9% | -1.0% |
| 30D | +1.4% | -8.4% | +9.9% | 0.0% |
| 3M | +2.7% | -3.9% | +6.7% | +2.5% |
| 6M | +6.5% | -14.4% | +20.9% | +5.5% |
| YTD | +15.2% | -14.7% | +29.9% | +14.7% |
| 1Y | +43.5% | -18.7% | +62.2% | +41.7% |
| All | +43.5% | -19.6% | +63.1% | +41.7% |
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