+8,241.5%
TSM vs XBI
+937.9%
+7,303.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.9% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | +4.5% | +2.9% | +1.6% | +2.9% |
| 3M | +3.1% | +26.2% | -23.1% | -7.3% |
| 6M | +30.2% | +30.7% | -0.5% | +15.1% |
| YTD | +45.2% | +32.9% | +12.3% | +27.0% |
| 1Y | +79.6% | +72.3% | +7.3% | +39.6% |
| 3Y | +411.0% | +107.2% | +303.8% | +259.1% |
| 5Y | +290.7% | +23.2% | +267.6% | +233.3% |
| 10Y | +1,753.6% | +158.5% | +1,595.1% | +968.5% |
| All | +8,241.5% | +937.9% | +7,303.6% | +1,382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling