+6.7%
XME vs TDY
+22.9%
-16.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +2.7% |
| 7D | -5.5% | -5.0% | -0.4% | -1.7% |
| 30D | -11.1% | +2.0% | -13.1% | -12.7% |
| 3M | -11.1% | -7.7% | -3.4% | -5.5% |
| 6M | -18.0% | -0.9% | -17.1% | -17.9% |
| YTD | -7.4% | +23.7% | -31.1% | -21.4% |
| 1Y | +6.7% | +23.6% | -17.0% | -9.0% |
| All | +6.7% | +22.9% | -16.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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