+943.2%
XBI vs TRMB
+507.9%
+435.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.9% | -1.2% | +4.1% | +3.2% |
| 3M | +26.2% | +9.6% | +16.6% | +21.0% |
| 6M | +30.7% | -16.1% | +46.8% | +38.3% |
| YTD | +32.9% | -25.0% | +57.9% | +46.1% |
| 1Y | +72.3% | -27.7% | +100.0% | +91.4% |
| 3Y | +107.2% | +15.3% | +91.9% | +87.7% |
| 5Y | +23.2% | -37.4% | +60.6% | +39.3% |
| 10Y | +158.5% | +117.5% | +41.1% | +83.1% |
| All | +943.2% | +507.9% | +435.3% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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