+168.5%
XME vs TXG
-64.0%
+232.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.5% |
| 7D | -3.0% | +5.0% | -8.0% | -3.9% |
| 30D | -2.6% | +13.5% | -16.1% | -4.9% |
| 3M | +2.2% | +128.0% | -125.9% | -12.8% |
| 6M | +0.7% | +224.4% | -223.7% | -20.0% |
| YTD | +10.9% | +307.0% | -296.1% | -15.7% |
| 1Y | +35.7% | +427.2% | -391.5% | -2.6% |
| 3Y | +127.1% | +40.2% | +87.0% | +93.6% |
| 5Y | +168.5% | -64.0% | +232.5% | +138.6% |
| All | +168.5% | -64.0% | +232.5% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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