+19.8%
XBI vs TFC
+14.0%
+5.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -4.6% | -2.5% | -2.1% | -3.7% |
| 30D | -0.8% | -2.8% | +2.0% | +0.1% |
| 3M | +21.8% | +2.1% | +19.7% | +20.3% |
| 6M | +23.2% | +10.1% | +13.1% | +18.1% |
| YTD | +28.7% | +5.4% | +23.3% | +24.9% |
| 1Y | +67.8% | +16.3% | +51.4% | +56.5% |
| 3Y | +100.6% | +95.9% | +4.8% | +52.0% |
| 5Y | +19.8% | +16.0% | +3.8% | +9.4% |
| All | +19.8% | +14.0% | +5.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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