+71.4%
XBI vs TW
+206.7%
-135.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -4.6% | -4.5% | -0.2% | -3.3% |
| 30D | -2.0% | -2.3% | +0.3% | -1.5% |
| 3M | +17.8% | +2.6% | +15.2% | +15.4% |
| 6M | +23.7% | -17.5% | +41.3% | +30.2% |
| YTD | +28.2% | -5.3% | +33.5% | +27.4% |
| 1Y | +64.0% | -14.8% | +78.7% | +69.2% |
| 3Y | +99.4% | +18.8% | +80.6% | +73.2% |
| 5Y | +19.3% | +20.7% | -1.4% | +0.3% |
| All | +71.4% | +206.7% | -135.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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