+926.8%
XBI vs TCOM
+908.1%
+18.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.9% |
| 7D | -3.6% | -10.2% | +6.6% | -1.6% |
| 30D | +0.9% | -16.8% | +17.7% | +4.6% |
| 3M | +21.4% | -16.7% | +38.1% | +25.3% |
| 6M | +25.5% | -27.1% | +52.6% | +33.0% |
| YTD | +30.8% | -45.5% | +76.3% | +45.9% |
| 1Y | +68.6% | -45.9% | +114.4% | +88.0% |
| 3Y | +103.9% | +9.8% | +94.2% | +89.5% |
| 5Y | +20.8% | +23.8% | -3.0% | +3.7% |
| 10Y | +164.0% | -10.8% | +174.8% | +129.0% |
| All | +926.8% | +908.1% | +18.6% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling