+943.2%
XBI vs TFC
+187.5%
+755.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.6% |
| 30D | +2.9% | -2.5% | +5.4% | +3.6% |
| 3M | +26.2% | +4.5% | +21.7% | +23.9% |
| 6M | +30.7% | +11.0% | +19.7% | +25.8% |
| YTD | +32.9% | +5.9% | +27.0% | +29.5% |
| 1Y | +72.3% | +14.6% | +57.7% | +63.2% |
| 3Y | +107.2% | +96.7% | +10.5% | +62.7% |
| 5Y | +23.2% | +15.6% | +7.6% | +11.9% |
| 10Y | +158.5% | +98.6% | +59.9% | +85.4% |
| All | +943.2% | +187.5% | +755.7% | +529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling