+99.4%
XBI vs TTMI
+876.4%
-777.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -0.9% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | -2.0% | -8.4% | +6.4% | -1.0% |
| 3M | +17.8% | -32.5% | +50.3% | +23.6% |
| 6M | +23.7% | +32.5% | -8.8% | +13.0% |
| YTD | +28.2% | +83.2% | -55.0% | +8.2% |
| 1Y | +64.0% | +161.7% | -97.7% | +25.0% |
| 3Y | +99.4% | +890.1% | -790.7% | -1.1% |
| All | +99.4% | +876.4% | -777.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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