+88.5%
XBI vs TLN
+602.5%
-513.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | -0.9% | +10.9% | -11.8% | -2.1% |
| 30D | +2.9% | -6.3% | +9.2% | +3.5% |
| 3M | +26.2% | -10.7% | +36.9% | +27.3% |
| 6M | +30.7% | +1.6% | +29.1% | +29.6% |
| YTD | +32.9% | -13.1% | +46.0% | +33.3% |
| 1Y | +72.3% | -15.1% | +87.3% | +72.7% |
| 3Y | +107.2% | +495.0% | -387.8% | +45.0% |
| All | +88.5% | +602.5% | -513.9% | +27.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling