+76.1%
XBI vs TLN
-17.2%
+93.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.9% |
| 7D | +0.9% | +7.1% | -6.2% | -0.1% |
| 30D | +7.1% | -3.9% | +11.0% | +7.4% |
| 3M | +22.9% | -16.2% | +39.1% | +25.0% |
| 6M | +29.7% | -5.8% | +35.5% | +29.6% |
| YTD | +34.5% | -15.4% | +49.9% | +34.7% |
| 1Y | +76.1% | -16.7% | +92.7% | +74.1% |
| All | +76.1% | -17.2% | +93.2% | +74.1% |
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