+36.0%
TSM vs XBI
+47.5%
-11.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.4% |
| 7D | -10.0% | +1.0% | -11.0% | -10.4% |
| 30D | -18.5% | +1.9% | -20.4% | -19.3% |
| 3M | -4.9% | +4.8% | -9.6% | -7.6% |
| 6M | -1.0% | +19.3% | -20.3% | -9.8% |
| YTD | +31.3% | +30.6% | +0.6% | +14.8% |
| 1Y | +36.0% | +47.9% | -11.9% | +13.3% |
| All | +36.0% | +47.5% | -11.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling