+869.9%
XBI vs TPR
+472.6%
+397.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +2.6% | +15.1% | -12.5% | -1.9% |
| 3M | -4.0% | +3.5% | -7.5% | -5.6% |
| 6M | +10.9% | +0.4% | +10.5% | +9.2% |
| YTD | +23.6% | +4.6% | +19.0% | +19.2% |
| 1Y | +35.1% | +33.1% | +2.0% | +21.3% |
| 3Y | +125.2% | +396.0% | -270.8% | +31.2% |
| 5Y | +19.7% | +230.3% | -210.6% | -23.6% |
| 10Y | +130.6% | +368.4% | -237.9% | +16.8% |
| All | +869.9% | +472.6% | +397.3% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling