+137.4%
XME vs TAP
-31.5%
+168.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | +3.6% | -2.3% | +5.9% | +3.8% |
| 30D | +3.6% | -9.4% | +13.0% | +4.3% |
| 3M | +1.2% | -0.8% | +2.0% | +1.0% |
| 6M | +9.0% | -14.7% | +23.8% | +10.9% |
| YTD | +15.9% | -13.9% | +29.9% | +17.4% |
| 1Y | +43.2% | -18.6% | +61.8% | +46.5% |
| 3Y | +137.4% | -32.0% | +169.4% | +145.8% |
| All | +137.4% | -31.5% | +168.9% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling