+366.2%
XME vs TXG
+21.5%
+344.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +0.3% |
| 7D | +3.6% | +9.4% | -5.8% | +2.0% |
| 30D | +3.6% | +26.1% | -22.4% | -0.6% |
| 3M | +1.2% | +124.8% | -123.6% | -12.7% |
| 6M | +9.0% | +215.2% | -206.2% | -11.8% |
| YTD | +15.9% | +302.2% | -286.3% | -10.3% |
| 1Y | +43.2% | +370.9% | -327.7% | +6.7% |
| 3Y | +137.4% | +38.5% | +98.9% | +103.6% |
| 5Y | +185.0% | -64.4% | +249.4% | +172.5% |
| All | +366.2% | +21.5% | +344.7% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling