+974.5%
XBI vs TMF
-70.3%
+1,044.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.8% | -3.4% | +1.6% | -2.1% |
| 30D | +3.2% | +11.5% | -8.3% | +4.3% |
| 3M | -1.1% | -4.5% | +3.4% | -1.5% |
| 6M | +16.1% | -15.0% | +31.1% | +14.4% |
| YTD | +28.3% | -19.9% | +48.2% | +25.7% |
| 1Y | +37.7% | -26.6% | +64.3% | +33.7% |
| 3Y | +134.9% | -29.8% | +164.8% | +130.1% |
| 5Y | +24.5% | -88.2% | +112.7% | -5.3% |
| 10Y | +139.4% | -81.4% | +220.8% | +117.6% |
| All | +974.5% | -70.3% | +1,044.8% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling