+906.3%
XBI vs TMO
+1,767.5%
-861.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -4.6% | -0.6% | -4.0% | -4.3% |
| 30D | -2.0% | +1.1% | -3.1% | -2.7% |
| 3M | +17.8% | +28.3% | -10.5% | +0.8% |
| 6M | +23.7% | +23.3% | +0.5% | +7.6% |
| YTD | +28.2% | +5.5% | +22.8% | +22.1% |
| 1Y | +64.0% | +24.5% | +39.4% | +40.3% |
| 3Y | +99.4% | +19.6% | +79.8% | +71.3% |
| 5Y | +19.3% | +8.1% | +11.2% | +6.9% |
| 10Y | +158.7% | +336.7% | -178.0% | -5.7% |
| All | +906.3% | +1,767.5% | -861.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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