+103.5%
XBI vs TLN
+483.9%
-380.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -3.6% | +5.8% | -9.5% | -4.3% |
| 30D | +0.9% | -6.9% | +7.7% | +1.5% |
| 3M | +21.4% | -10.9% | +32.3% | +22.5% |
| 6M | +25.5% | -4.6% | +30.1% | +25.3% |
| YTD | +30.8% | -14.7% | +45.6% | +31.5% |
| 1Y | +68.6% | -17.9% | +86.5% | +69.6% |
| All | +103.5% | +483.9% | -380.4% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling