+84.4%
TSM vs XBI
+75.8%
+8.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +3.6% | +7.1% | -3.5% | -0.2% |
| 3M | -3.4% | +22.9% | -26.3% | -13.1% |
| 6M | +20.6% | +29.7% | -9.1% | +5.2% |
| YTD | +41.9% | +34.5% | +7.4% | +21.7% |
| 1Y | +84.4% | +76.1% | +8.3% | +43.0% |
| All | +84.4% | +75.8% | +8.5% | +43.0% |
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