+20.8%
XBI vs TMF
-88.0%
+108.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | +0.9% | -1.0% | +1.8% | +1.0% |
| 3M | +21.4% | -11.3% | +32.7% | +22.8% |
| 6M | +25.5% | -22.7% | +48.2% | +28.5% |
| YTD | +30.8% | -17.3% | +48.2% | +33.1% |
| 1Y | +68.6% | -22.5% | +91.1% | +72.3% |
| 3Y | +103.9% | -43.2% | +147.1% | +109.7% |
| 5Y | +20.8% | -88.3% | +109.1% | +14.0% |
| All | +20.8% | -88.0% | +108.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling