+277.6%
TSM vs XBI
+18.4%
+259.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | +2.6% | -4.6% | +7.2% | +4.7% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | +5.0% | +21.8% | -16.9% | -4.0% |
| 6M | +24.0% | +23.2% | +0.8% | +12.7% |
| YTD | +41.6% | +28.7% | +12.8% | +26.0% |
| 1Y | +66.2% | +67.8% | -1.6% | +31.8% |
| 3Y | +398.2% | +100.6% | +297.6% | +260.3% |
| 5Y | +277.6% | +19.8% | +257.8% | +218.4% |
| All | +277.6% | +18.4% | +259.2% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling