+407.0%
TSM vs XBI
+103.0%
+304.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.1% |
| 7D | +4.8% | -3.6% | +8.4% | +6.5% |
| 30D | +4.0% | +0.9% | +3.2% | +3.3% |
| 3M | +2.0% | +21.4% | -19.5% | -7.2% |
| 6M | +25.5% | +25.5% | 0.0% | +12.3% |
| YTD | +44.0% | +30.8% | +13.2% | +26.1% |
| 1Y | +75.4% | +68.6% | +6.9% | +36.6% |
| All | +407.0% | +103.0% | +304.0% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling