+19.9%
XBI vs TCOM
+29.4%
-9.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | -4.9% | +0.3% | -3.8% |
| 30D | -2.0% | -14.4% | +12.4% | +0.8% |
| 3M | +17.8% | -17.7% | +35.5% | +21.6% |
| 6M | +23.7% | -25.1% | +48.8% | +30.0% |
| YTD | +28.2% | -45.7% | +74.0% | +42.1% |
| 1Y | +64.0% | -47.9% | +111.8% | +82.9% |
| 3Y | +99.4% | +8.9% | +90.5% | +82.1% |
| All | +19.9% | +29.4% | -9.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling