+1,779.8%
TSM vs XBI
+160.4%
+1,619.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.0% | -4.6% | +5.7% | +3.1% |
| 30D | +1.0% | -2.0% | +3.0% | +1.6% |
| 3M | +2.9% | +17.8% | -14.9% | -4.5% |
| 6M | +22.8% | +23.7% | -0.9% | +11.5% |
| YTD | +43.3% | +28.2% | +15.1% | +27.7% |
| 1Y | +69.2% | +64.0% | +5.2% | +35.3% |
| 3Y | +404.5% | +99.4% | +305.1% | +264.2% |
| 5Y | +282.2% | +19.3% | +262.9% | +232.2% |
| All | +1,779.8% | +160.4% | +1,619.3% | +1,209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling