-5.6%
TLT vs XLK
+19.7%
-25.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.0% | -7.6% | +8.5% | +1.3% |
| 30D | +6.0% | -12.2% | +18.2% | +6.8% |
| 3M | -0.9% | -5.5% | +4.6% | -0.8% |
| 6M | -2.3% | +9.2% | -11.4% | -3.3% |
| YTD | -3.3% | +23.0% | -26.4% | -4.9% |
| 1Y | -5.6% | +20.7% | -26.3% | -7.1% |
| All | -5.6% | +19.7% | -25.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling