+290.0%
XME vs TMF
-69.2%
+359.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.3% |
| 7D | -4.5% | +1.2% | -5.7% | -4.3% |
| 30D | -10.9% | +19.7% | -30.6% | -8.1% |
| 3M | -15.3% | -2.1% | -13.2% | -15.4% |
| 6M | -24.6% | -13.4% | -11.2% | -26.4% |
| YTD | -9.6% | -16.7% | +7.1% | -12.2% |
| 1Y | +2.9% | -23.3% | +26.3% | -1.4% |
| 3Y | +86.9% | -24.8% | +111.7% | +83.1% |
| 5Y | +115.2% | -88.0% | +203.2% | +46.2% |
| 10Y | +305.7% | -84.7% | +390.5% | +230.5% |
| All | +290.0% | -69.2% | +359.1% | +382.7% |
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 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