+226.8%
XME vs TDY
+1,674.8%
-1,448.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.9% |
| 7D | -3.0% | -1.9% | -1.2% | -1.8% |
| 30D | -2.6% | -12.5% | +9.9% | +6.6% |
| 3M | +2.2% | -0.8% | +3.0% | +2.5% |
| 6M | +0.7% | -9.0% | +9.7% | +7.4% |
| YTD | +10.9% | +16.8% | -5.9% | -0.5% |
| 1Y | +35.7% | +9.5% | +26.3% | +27.1% |
| 3Y | +127.1% | +45.4% | +81.7% | +72.2% |
| 5Y | +168.5% | +37.8% | +130.7% | +108.2% |
| 10Y | +416.9% | +470.2% | -53.3% | +35.0% |
| All | +226.8% | +1,674.8% | -1,448.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling