+906.3%
XBI vs TDY
+1,712.1%
-805.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -2.0% | -12.0% | +10.0% | +4.2% |
| 3M | +17.8% | -3.2% | +21.0% | +19.2% |
| 6M | +23.7% | -7.9% | +31.6% | +28.1% |
| YTD | +28.2% | +18.2% | +10.0% | +17.1% |
| 1Y | +64.0% | +6.7% | +57.3% | +57.1% |
| 3Y | +99.4% | +47.5% | +51.9% | +61.2% |
| 5Y | +19.3% | +39.5% | -20.2% | -1.6% |
| 10Y | +158.7% | +477.2% | -318.5% | +2.9% |
| All | +906.3% | +1,712.1% | -805.8% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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