+394.7%
XME vs TMF
-68.9%
+463.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | -0.1% | -1.4% | +1.3% | -0.3% |
| 30D | +6.0% | -2.8% | +8.8% | +5.5% |
| 3M | -7.7% | -10.9% | +3.2% | -9.5% |
| 6M | +1.0% | -21.3% | +22.3% | -3.1% |
| YTD | +14.6% | -15.9% | +30.5% | +11.4% |
| 1Y | +46.0% | -15.7% | +61.7% | +42.1% |
| 3Y | +127.0% | -43.4% | +170.4% | +110.5% |
| 5Y | +175.8% | -87.8% | +263.6% | +88.9% |
| 10Y | +414.6% | -86.7% | +501.4% | +303.4% |
| All | +394.7% | -68.9% | +463.5% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling