+919.2%
XBI vs TNA
+913.2%
+6.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | -4.6% | -7.6% | +3.0% | -2.2% |
| 30D | -0.8% | -13.6% | +12.8% | +3.9% |
| 3M | +21.8% | +2.8% | +19.0% | +20.2% |
| 6M | +23.2% | +34.5% | -11.3% | +10.4% |
| YTD | +28.7% | +41.0% | -12.3% | +12.7% |
| 1Y | +67.8% | +52.0% | +15.8% | +41.6% |
| 3Y | +100.6% | +103.5% | -2.8% | +39.7% |
| 5Y | +19.8% | -22.5% | +42.3% | +3.7% |
| 10Y | +159.7% | +81.9% | +77.9% | +34.5% |
| All | +919.2% | +913.2% | +6.1% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling