+285.4%
XME vs TMF
-83.0%
+368.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.9% | +0.6% | +0.3% | +1.0% |
| 30D | -7.3% | +16.3% | -23.6% | -6.0% |
| 3M | -14.8% | -2.7% | -12.1% | -14.9% |
| 6M | -18.4% | -13.2% | -5.2% | -19.5% |
| YTD | -4.7% | -16.7% | +12.0% | -6.2% |
| 1Y | +5.7% | -22.7% | +28.4% | +3.2% |
| 3Y | +104.0% | -26.1% | +130.1% | +101.7% |
| 5Y | +122.4% | -88.4% | +210.9% | +59.2% |
| 10Y | +285.4% | -81.8% | +367.2% | +225.7% |
| All | +285.4% | -83.0% | +368.4% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling