+124.1%
XBI vs TMF
-82.1%
+206.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -1.1% | -9.3% | +8.2% | -1.1% |
| 30D | +2.6% | +1.9% | +0.6% | +2.6% |
| 3M | -4.0% | -11.2% | +7.2% | -4.1% |
| 6M | +10.9% | -17.7% | +28.6% | +10.8% |
| YTD | +23.6% | -24.5% | +48.0% | +23.3% |
| 1Y | +35.1% | -29.4% | +64.5% | +34.6% |
| 3Y | +125.2% | -33.4% | +158.6% | +125.4% |
| 5Y | +19.7% | -88.7% | +108.4% | +0.7% |
| All | +124.1% | -82.1% | +206.2% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling