+409.5%
XME vs TMF
-86.8%
+496.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.7% |
| 30D | +3.6% | -1.8% | +5.5% | +3.5% |
| 3M | +1.2% | -8.2% | +9.5% | +0.4% |
| 6M | +9.0% | -19.5% | +28.5% | +6.7% |
| YTD | +15.9% | -16.0% | +31.9% | +14.0% |
| 1Y | +43.2% | -22.5% | +65.7% | +39.8% |
| 3Y | +137.4% | -42.3% | +179.6% | +127.0% |
| 5Y | +185.0% | -87.7% | +272.7% | +108.9% |
| 10Y | +409.5% | -86.5% | +496.0% | +371.4% |
| All | +409.5% | -86.8% | +496.3% | +371.4% |
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