+110.8%
XME vs TAP
+3.5%
+107.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +4.2% |
| 7D | -4.5% | +0.5% | -5.0% | -4.7% |
| 30D | -10.9% | +9.1% | -20.0% | -12.9% |
| 3M | -15.3% | -3.8% | -11.5% | -14.9% |
| 6M | -24.6% | -3.4% | -21.2% | -24.7% |
| YTD | -9.6% | -10.6% | +1.0% | -8.3% |
| 1Y | +2.9% | -4.4% | +7.3% | +1.9% |
| 3Y | +86.9% | -24.4% | +111.3% | +96.0% |
| All | +110.8% | +3.5% | +107.4% | +80.1% |
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 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