+6.7%
XME vs TMF
-23.9%
+30.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | -5.5% | +4.0% | -9.4% | -6.4% |
| 30D | -11.1% | +19.5% | -30.6% | -15.9% |
| 3M | -11.1% | -3.5% | -7.6% | -9.9% |
| 6M | -18.0% | -10.6% | -7.4% | -15.4% |
| YTD | -7.4% | -17.1% | +9.7% | -4.4% |
| 1Y | +6.7% | -24.3% | +30.9% | +13.1% |
| All | +6.7% | -23.9% | +30.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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