+99.4%
XBI vs TCOM
+8.0%
+91.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | -4.9% | +0.3% | -4.2% |
| 30D | -2.0% | -14.4% | +12.4% | -0.5% |
| 3M | +17.8% | -17.7% | +35.5% | +19.9% |
| 6M | +23.7% | -25.1% | +48.8% | +27.2% |
| YTD | +28.2% | -45.7% | +74.0% | +35.5% |
| 1Y | +64.0% | -47.9% | +111.8% | +73.9% |
| 3Y | +99.4% | +8.9% | +90.5% | +94.4% |
| All | +99.4% | +8.0% | +91.4% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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