+154.8%
XME vs TLN
+583.6%
-428.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.7% |
| 7D | -0.1% | +7.1% | -7.2% | -1.7% |
| 30D | +6.0% | -3.9% | +9.9% | +6.8% |
| 3M | -7.7% | -16.2% | +8.4% | -4.3% |
| 6M | +1.0% | -5.8% | +6.8% | +1.6% |
| YTD | +14.6% | -15.4% | +30.1% | +17.0% |
| 1Y | +46.0% | -16.7% | +62.6% | +49.3% |
| 3Y | +127.0% | +473.8% | -346.7% | +53.4% |
| All | +154.8% | +583.6% | -428.7% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling