+133.8%
XBI vs TMF
-28.1%
+161.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.8% | -3.4% | +1.6% | -1.2% |
| 30D | +3.2% | +11.5% | -8.3% | +1.3% |
| 3M | -1.1% | -4.5% | +3.4% | -0.4% |
| 6M | +16.1% | -15.0% | +31.1% | +18.9% |
| YTD | +28.3% | -19.9% | +48.2% | +32.3% |
| 1Y | +37.7% | -26.6% | +64.3% | +43.6% |
| All | +133.8% | -28.1% | +161.9% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling