+156.1%
XME vs TLN
+589.3%
-433.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.2% |
| 7D | -0.2% | +5.8% | -6.1% | -1.6% |
| 30D | +1.4% | -6.9% | +8.3% | +3.0% |
| 3M | +2.7% | -10.9% | +13.6% | +5.0% |
| 6M | +6.5% | -4.6% | +11.1% | +6.8% |
| YTD | +15.2% | -14.7% | +29.9% | +17.3% |
| 1Y | +43.5% | -17.9% | +61.4% | +47.1% |
| 3Y | +135.9% | +483.9% | -348.0% | +58.7% |
| All | +156.1% | +589.3% | -433.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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