+869.9%
XBI vs TT
+2,332.5%
-1,462.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -1.1% | +4.0% | -5.1% | -2.7% |
| 30D | +2.6% | -11.3% | +13.9% | +7.5% |
| 3M | -4.0% | -12.3% | +8.3% | +0.8% |
| 6M | +10.9% | -10.8% | +21.8% | +15.0% |
| YTD | +23.6% | +8.2% | +15.4% | +17.6% |
| 1Y | +35.1% | +1.5% | +33.6% | +31.9% |
| 3Y | +125.2% | +91.5% | +33.7% | +65.0% |
| 5Y | +19.7% | +130.2% | -110.5% | -20.0% |
| 10Y | +130.6% | +727.9% | -597.3% | -12.9% |
| All | +869.9% | +2,332.5% | -1,462.6% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling