+149.7%
XBI vs TPR
+327.7%
-178.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -4.6% | -3.0% | -1.7% | -3.9% |
| 30D | -2.0% | -22.6% | +20.6% | +4.5% |
| 3M | +17.8% | -18.2% | +36.0% | +23.4% |
| 6M | +23.7% | -18.0% | +41.7% | +29.1% |
| YTD | +28.2% | -6.4% | +34.6% | +28.3% |
| 1Y | +64.0% | +12.3% | +51.7% | +55.0% |
| 3Y | +99.4% | +298.7% | -199.3% | +26.4% |
| 5Y | +19.3% | +232.5% | -213.2% | -22.8% |
| All | +149.7% | +327.7% | -178.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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