+149.7%
XBI vs TT
+961.2%
-811.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -2.0% | -7.3% | +5.3% | +1.1% |
| 3M | +17.8% | -3.6% | +21.4% | +18.8% |
| 6M | +23.7% | +2.8% | +20.9% | +21.0% |
| YTD | +28.2% | +14.5% | +13.7% | +19.1% |
| 1Y | +64.0% | +7.4% | +56.6% | +56.2% |
| 3Y | +99.4% | +116.2% | -16.8% | +33.8% |
| 5Y | +19.3% | +147.4% | -128.0% | -27.1% |
| All | +149.7% | +961.2% | -811.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling