+47.9%
XBI vs TLN
-17.6%
+65.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.2% | +3.6% |
| 7D | +1.0% | -6.0% | +7.0% | +1.5% |
| 30D | +1.9% | -1.5% | +3.4% | +1.7% |
| 3M | +4.8% | -3.9% | +8.6% | +4.6% |
| 6M | +19.3% | -15.0% | +34.3% | +20.0% |
| YTD | +30.6% | -12.8% | +43.4% | +29.4% |
| 1Y | +47.9% | -17.3% | +65.2% | +48.0% |
| All | +47.9% | -17.6% | +65.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling