+19.9%
XBI vs TSN
-17.2%
+37.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.6% | +3.0% | -7.7% | -5.4% |
| 30D | -2.0% | -4.2% | +2.2% | -1.0% |
| 3M | +17.8% | -3.9% | +21.7% | +18.6% |
| 6M | +23.7% | -9.8% | +33.6% | +26.2% |
| YTD | +28.2% | -7.3% | +35.5% | +29.5% |
| 1Y | +64.0% | -2.2% | +66.2% | +62.6% |
| 3Y | +99.4% | +11.9% | +87.5% | +84.9% |
| All | +19.9% | -17.2% | +37.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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