+181.9%
XME vs TAP
+4.2%
+177.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +6.0% | -2.1% | +8.1% | +6.4% |
| 3M | -7.7% | +6.6% | -14.3% | -9.8% |
| 6M | +1.0% | -11.5% | +12.5% | +3.7% |
| YTD | +14.6% | -10.3% | +24.9% | +16.7% |
| 1Y | +46.0% | -14.4% | +60.3% | +50.3% |
| 3Y | +127.0% | -28.3% | +155.3% | +144.5% |
| All | +181.9% | +4.2% | +177.7% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling