+150.7%
XBI vs TMF
-86.4%
+237.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.7% |
| 7D | -4.6% | -4.8% | +0.2% | -4.7% |
| 30D | -0.8% | -4.9% | +4.1% | -0.9% |
| 3M | +21.8% | -13.4% | +35.2% | +21.6% |
| 6M | +23.2% | -23.0% | +46.2% | +22.6% |
| YTD | +28.7% | -20.2% | +48.9% | +28.3% |
| 1Y | +67.8% | -26.5% | +94.2% | +66.9% |
| 3Y | +100.6% | -45.2% | +145.8% | +97.3% |
| 5Y | +19.8% | -88.4% | +108.2% | -0.6% |
| All | +150.7% | -86.4% | +237.1% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling