+906.3%
XBI vs TTMI
+1,164.4%
-258.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | -2.0% | -8.4% | +6.4% | -0.6% |
| 3M | +17.8% | -32.5% | +50.3% | +26.4% |
| 6M | +23.7% | +32.5% | -8.8% | +9.8% |
| YTD | +28.2% | +83.2% | -55.0% | +2.9% |
| 1Y | +64.0% | +161.7% | -97.7% | +17.7% |
| 3Y | +99.4% | +890.1% | -790.7% | -3.1% |
| 5Y | +19.3% | +832.4% | -813.1% | -42.5% |
| 10Y | +158.7% | +1,115.8% | -957.1% | +10.5% |
| All | +906.3% | +1,164.4% | -258.1% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling