+241.5%
XME vs TCOM
+571.9%
-330.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +3.6% | -7.6% | +11.2% | +6.0% |
| 30D | +3.6% | -12.2% | +15.9% | +7.6% |
| 3M | +1.2% | -14.2% | +15.4% | +5.0% |
| 6M | +9.0% | -25.0% | +34.0% | +17.7% |
| YTD | +15.9% | -43.7% | +59.6% | +34.9% |
| 1Y | +43.2% | -44.5% | +87.7% | +67.3% |
| 3Y | +137.4% | +13.4% | +123.9% | +111.1% |
| 5Y | +185.0% | +26.5% | +158.6% | +122.3% |
| 10Y | +409.5% | -10.3% | +419.8% | +306.2% |
| All | +241.5% | +571.9% | -330.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling