+1,026.0%
XBI vs TMF
-68.9%
+1,094.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +0.7% |
| 30D | +7.1% | -2.8% | +9.9% | +6.8% |
| 3M | +22.9% | -10.9% | +33.8% | +21.5% |
| 6M | +29.7% | -21.3% | +51.0% | +26.6% |
| YTD | +34.5% | -15.9% | +50.4% | +32.3% |
| 1Y | +76.1% | -15.7% | +91.8% | +73.4% |
| 3Y | +103.2% | -43.4% | +146.5% | +93.3% |
| 5Y | +22.8% | -87.8% | +110.6% | -6.1% |
| 10Y | +176.3% | -86.7% | +263.0% | +134.9% |
| All | +1,026.0% | -68.9% | +1,094.9% | +1,227.9% |
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