+693.3%
XBI vs TRGP
+2,232.9%
-1,539.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +17.8% | +8.3% | +9.5% | +15.3% |
| 6M | +23.7% | +23.9% | -0.2% | +17.1% |
| YTD | +28.2% | +59.6% | -31.4% | +14.4% |
| 1Y | +64.0% | +79.4% | -15.5% | +42.0% |
| 3Y | +99.4% | +269.4% | -170.0% | +44.3% |
| 5Y | +19.3% | +641.6% | -622.3% | -26.8% |
| 10Y | +158.7% | +845.2% | -686.5% | +29.4% |
| All | +693.3% | +2,232.9% | -1,539.6% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling