+178.8%
XME vs TW
+20.2%
+158.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +1.4% | -0.6% | +2.0% | +1.4% |
| 3M | +2.7% | +3.4% | -0.7% | +1.3% |
| 6M | +6.5% | -18.4% | +25.0% | +11.0% |
| YTD | +15.2% | -3.9% | +19.1% | +14.2% |
| 1Y | +43.5% | -13.3% | +56.8% | +46.6% |
| 3Y | +135.9% | +20.8% | +115.0% | +108.9% |
| All | +178.8% | +20.2% | +158.6% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling