+126.2%
XBI vs TT
+94.2%
+32.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | +8.1% | -6.2% | -0.5% |
| 30D | +3.0% | -11.3% | +14.3% | +6.5% |
| 3M | -5.1% | -11.2% | +6.0% | -2.1% |
| 6M | +12.2% | -8.9% | +21.1% | +14.3% |
| YTD | +24.1% | +9.7% | +14.4% | +18.3% |
| 1Y | +33.1% | +1.3% | +31.8% | +30.4% |
| All | +126.2% | +94.2% | +32.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling