-20.7%
TLT vs XLK
+807.8%
-828.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -1.1% | -0.6% | -0.5% | -1.2% |
| 3M | -4.9% | +2.6% | -7.4% | -4.7% |
| 6M | -5.0% | +34.0% | -39.0% | -3.0% |
| YTD | -4.4% | +30.7% | -35.0% | -2.5% |
| 1Y | -6.4% | +39.2% | -45.6% | -4.1% |
| 3Y | -2.0% | +120.4% | -122.4% | +4.7% |
| 5Y | -35.0% | +148.8% | -183.8% | -29.6% |
| All | -20.7% | +807.8% | -828.5% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling