+149.7%
XBI vs TNA
+86.1%
+63.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -4.6% | -7.3% | +2.6% | -2.2% |
| 30D | -2.0% | -14.2% | +12.2% | +3.1% |
| 3M | +17.8% | -4.6% | +22.4% | +19.1% |
| 6M | +23.7% | +36.9% | -13.2% | +9.4% |
| YTD | +28.2% | +42.5% | -14.3% | +11.0% |
| 1Y | +64.0% | +45.8% | +18.2% | +38.9% |
| 3Y | +99.4% | +104.7% | -5.3% | +34.7% |
| 5Y | +19.3% | -21.7% | +41.0% | +1.0% |
| All | +149.7% | +86.1% | +63.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling