+19.9%
XBI vs TRGP
+628.1%
-608.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -2.0% | +8.0% | -10.0% | -4.1% |
| 3M | +17.8% | +8.3% | +9.5% | +14.9% |
| 6M | +23.7% | +23.9% | -0.2% | +15.6% |
| YTD | +28.2% | +59.6% | -31.4% | +11.0% |
| 1Y | +64.0% | +79.4% | -15.5% | +36.4% |
| 3Y | +99.4% | +269.4% | -170.0% | +25.8% |
| All | +19.9% | +628.1% | -608.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling